{smcl}
{com}{sf}{ul off}{txt}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\HURWICZ BIAS\REVISION FOR ECONOMIC MODELLING\PROGRAMS2\TABLE8.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res} 9 Jul 2016, 10:13:15
{txt}
{com}. drop _all
{txt}
{com}. clear
{txt}
{com}. graph drop _all
{txt}
{com}. set more off
{txt}
{com}. set seed 13
{txt}
{com}. 
. matrix AHmedLRP = J(5,4,0)
{txt}
{com}. matrix AHmse = J(5,4,0)
{txt}
{com}. matrix AHmeanRR = J(5,4,0)
{txt}
{com}. 
. matrix DGMMmedLRP = J(5,4,0)
{txt}
{com}. matrix DGMMmse = J(5,4,0)
{txt}
{com}. matrix DGMMmeanRR = J(5,4,0)
{txt}
{com}. 
. matrix SGMMmedLRP = J(5,4,0)
{txt}
{com}. matrix SGMMmse = J(5,4,0)
{txt}
{com}. matrix SGMMmeanRR = J(5,4,0)
{txt}
{com}. 
. matrix MG1medLRP = J(5,4,0)
{txt}
{com}. matrix MG1mse = J(5,4,0)
{txt}
{com}. matrix MG1meanRR = J(5,4,0)
{txt}
{com}. 
. matrix CCEMGmedLRP = J(5,4,0)
{txt}
{com}. matrix CCEMGmse = J(5,4,0)
{txt}
{com}. matrix CCEMGmeanRR = J(5,4,0)
{txt}
{com}. 
. matrix AMGmedLRP = J(5,4,0)
{txt}
{com}. matrix AMGmse = J(5,4,0)
{txt}
{com}. matrix AMGmeanRR = J(5,4,0)
{txt}
{com}. 
. matrix DFEmedLRP = J(5,4,0)
{txt}
{com}. matrix DFEmse = J(5,4,0)
{txt}
{com}. matrix DFEmeanRR = J(5,4,0)
{txt}
{com}. 
. matrix MG2medLRP = J(5,4,0)
{txt}
{com}. matrix MG2mse = J(5,4,0)
{txt}
{com}. matrix MG2meanRR = J(5,4,0)
{txt}
{com}. 
. matrix DOLSmedLRP = J(5,4,0)
{txt}
{com}. matrix DOLSmse = J(5,4,0)
{txt}
{com}. matrix DOLSmeanRR = J(5,4,0)
{txt}
{com}. 
. local numN = 50 // This sets the number of cross-sectional units
{txt}
{com}. local numT = 40 // This sets the number of time observations per unit
{txt}
{com}. local beta0 = 0 // This sets the intercept term
{txt}
{com}. local betax = 1 // This sets the slope coefficient for x
{txt}
{com}. 
. 
. local b = 0
{txt}
{com}. foreach betay in 0.60 0.90 {c -(}
{txt}  2{com}.    local truLRP = `betax'/(1-`betay')
{txt}  3{com}.    local i = 1
{txt}  4{com}.    foreach rhox in 0 0.5 0.9 0.95 1 {c -(}
{txt}  5{com}.       simulate AHLRP25 = r(AHLRP25) pAHLRP25 = r(pAHLRP25) AHLRP5 = r(AHLRP5) pAHLRP5 = r(pAHLRP5) ///
>              DGMMLRP25 = r(DGMMLRP25) pDGMMLRP25 = r(pDGMMLRP25) DGMMLRP5 = r(DGMMLRP5) pDGMMLRP5 = r(pDGMMLRP5)  /// 
>                  SGMMLRP25 = r(SGMMLRP25) pSGMMLRP25 = r(pSGMMLRP25) SGMMLRP5 = r(SGMMLRP5) pSGMMLRP5 = r(pSGMMLRP5)  ///
>                  MG1LRP25 = r(MG1LRP25) pMG1LRP25 = r(pMG1LRP25) MG1LRP5 = r(MG1LRP5) pMG1LRP5 = r(pMG1LRP5)  ///
>                  CCEMGLRP25 = r(CCEMGLRP25) pCCEMGLRP25 = r(pCCEMGLRP25) CCEMGLRP5 = r(CCEMGLRP5) pCCEMGLRP5 = r(pCCEMGLRP5)  ///
>                  AMGLRP25 = r(AMGLRP25) pAMGLRP25 = r(pAMGLRP25) AMGLRP5 = r(AMGLRP5) pAMGLRP5 = r(pAMGLRP5)  ///
>                  DFELRP25 = r(DFELRP25) pDFELRP25 = r(pDFELRP25) DFELRP5 = r(DFELRP5) pDFELRP5 = r(pDFELRP5)  ///
>                  MG2LRP25 = r(MG2LRP25) pMG2LRP25 = r(pMG2LRP25) MG2LRP5 = r(MG2LRP5) pMG2LRP5 = r(pMG2LRP5)  ///
>                  DOLSLRP25 = r(DOLSLRP25) pDOLSLRP25 = r(pDOLSLRP25)  , ///
>                  reps(1000): TABLE8prog, betay(`betay') truLRP(`truLRP') ///
>                  beta0(`beta0') betax(`betax') rhox(`rhox') numN(`numN') numT(`numT')
{txt}  6{com}.          
.       summ AHLRP25, detail
{txt}  7{com}.       matrix AHmedLRP[`i',1+(`b'*2)] = r(p50)
{txt}  8{com}.           generate mseAHLRP25 = (AHLRP25 - `truLRP')^2
{txt}  9{com}.           summ mseAHLRP25, meanonly
{txt} 10{com}.           matrix AHmse[`i',1+(`b'*2)] = r(mean)
{txt} 11{com}.           generate RejectRate = 0
{txt} 12{com}.       replace RejectRate = 1 if pAHLRP25 < 0.05  
{txt} 13{com}.           summ RejectRate, meanonly
{txt} 14{com}.       matrix AHmeanRR[`i',1+(`b'*2)] = r(mean)
{txt} 15{com}.                   
.       summ AHLRP5, detail
{txt} 16{com}.       matrix AHmedLRP[`i',2+(`b'*2)] = r(p50)
{txt} 17{com}.           generate mseAHLRP5 = (AHLRP5 - `truLRP')^2
{txt} 18{com}.           summ mseAHLRP5, meanonly
{txt} 19{com}.           matrix AHmse[`i',2+(`b'*2)] = r(mean)
{txt} 20{com}.           replace RejectRate = 0
{txt} 21{com}.       replace RejectRate = 1 if pAHLRP5 < 0.05  
{txt} 22{com}.           summ RejectRate, meanonly
{txt} 23{com}.       matrix AHmeanRR[`i',2+(`b'*2)] = r(mean)
{txt} 24{com}.                  
.       summ DGMMLRP25, detail
{txt} 25{com}.       matrix DGMMmedLRP[`i',1+(`b'*2)] = r(p50)
{txt} 26{com}.           generate mseDGMMLRP25 = (DGMMLRP25 - `truLRP')^2
{txt} 27{com}.           summ mseDGMMLRP25, meanonly
{txt} 28{com}.           matrix DGMMmse[`i',1+(`b'*2)] = r(mean)
{txt} 29{com}.           replace RejectRate = 0
{txt} 30{com}.       replace RejectRate = 1 if pDGMMLRP25 < 0.05  
{txt} 31{com}.           summ RejectRate, meanonly
{txt} 32{com}.       matrix DGMMmeanRR[`i',1+(`b'*2)] = r(mean)
{txt} 33{com}.           
.       summ DGMMLRP5, detail
{txt} 34{com}.       matrix DGMMmedLRP[`i',2+(`b'*2)] = r(p50)
{txt} 35{com}.           generate mseDGMMLRP5 = (DGMMLRP5 - `truLRP')^2
{txt} 36{com}.           summ mseDGMMLRP5, meanonly
{txt} 37{com}.           matrix DGMMmse[`i',2+(`b'*2)] = r(mean)
{txt} 38{com}.           replace RejectRate = 0
{txt} 39{com}.       replace RejectRate = 1 if pDGMMLRP5 < 0.05  
{txt} 40{com}.           summ RejectRate, meanonly
{txt} 41{com}.       matrix DGMMmeanRR[`i',2+(`b'*2)] = r(mean)
{txt} 42{com}.                  
.       summ SGMMLRP25, detail
{txt} 43{com}.       matrix SGMMmedLRP[`i',1+(`b'*2)] = r(p50)
{txt} 44{com}.           generate mseSGMMLRP25 = (SGMMLRP25 - `truLRP')^2
{txt} 45{com}.           summ mseSGMMLRP25, meanonly
{txt} 46{com}.           matrix SGMMmse[`i',1+(`b'*2)] = r(mean)
{txt} 47{com}.           replace RejectRate = 0
{txt} 48{com}.       replace RejectRate = 1 if pSGMMLRP25 < 0.05  
{txt} 49{com}.           summ RejectRate, meanonly
{txt} 50{com}.       matrix SGMMmeanRR[`i',1+(`b'*2)] = r(mean)
{txt} 51{com}.           
.       summ SGMMLRP5, detail
{txt} 52{com}.       matrix SGMMmedLRP[`i',2+(`b'*2)] = r(p50)
{txt} 53{com}.           generate mseSGMMLRP5 = (SGMMLRP5 - `truLRP')^2
{txt} 54{com}.           summ mseSGMMLRP5, meanonly
{txt} 55{com}.           matrix SGMMmse[`i',2+(`b'*2)] = r(mean)
{txt} 56{com}.           replace RejectRate = 0
{txt} 57{com}.       replace RejectRate = 1 if pSGMMLRP5 < 0.05  
{txt} 58{com}.           summ RejectRate, meanonly
{txt} 59{com}.       matrix SGMMmeanRR[`i',2+(`b'*2)] = r(mean)
{txt} 60{com}.                  
.       summ MG1LRP25, detail
{txt} 61{com}.       matrix MG1medLRP[`i',1+(`b'*2)] = r(p50)
{txt} 62{com}.           generate mseMG1LRP25 = (MG1LRP25 - `truLRP')^2
{txt} 63{com}.           summ mseMG1LRP25, meanonly
{txt} 64{com}.           matrix MG1mse[`i',1+(`b'*2)] = r(mean)
{txt} 65{com}.           replace RejectRate = 0
{txt} 66{com}.       replace RejectRate = 1 if pMG1LRP25 < 0.05  
{txt} 67{com}.           summ RejectRate, meanonly
{txt} 68{com}.       matrix MG1meanRR[`i',1+(`b'*2)] = r(mean)
{txt} 69{com}.           
.       summ MG1LRP5, detail
{txt} 70{com}.       matrix MG1medLRP[`i',2+(`b'*2)] = r(p50)
{txt} 71{com}.           generate mseMG1LRP5 = (MG1LRP5 - `truLRP')^2
{txt} 72{com}.           summ mseMG1LRP5, meanonly
{txt} 73{com}.           matrix MG1mse[`i',2+(`b'*2)] = r(mean)
{txt} 74{com}.           replace RejectRate = 0
{txt} 75{com}.       replace RejectRate = 1 if pMG1LRP5 < 0.05  
{txt} 76{com}.           summ RejectRate, meanonly
{txt} 77{com}.       matrix MG1meanRR[`i',2+(`b'*2)] = r(mean)
{txt} 78{com}.                  
.       summ CCEMGLRP25, detail
{txt} 79{com}.       matrix CCEMGmedLRP[`i',1+(`b'*2)] = r(p50)
{txt} 80{com}.           generate mseCCEMGLRP25 = (CCEMGLRP25 - `truLRP')^2
{txt} 81{com}.           summ mseCCEMGLRP25, meanonly
{txt} 82{com}.           matrix CCEMGmse[`i',1+(`b'*2)] = r(mean)
{txt} 83{com}.           replace RejectRate = 0
{txt} 84{com}.       replace RejectRate = 1 if pCCEMGLRP25 < 0.05  
{txt} 85{com}.           summ RejectRate, meanonly
{txt} 86{com}.       matrix CCEMGmeanRR[`i',1+(`b'*2)] = r(mean)
{txt} 87{com}.           
.       summ CCEMGLRP5, detail
{txt} 88{com}.       matrix CCEMGmedLRP[`i',2+(`b'*2)] = r(p50)
{txt} 89{com}.           generate mseCCEMGLRP5 = (CCEMGLRP5 - `truLRP')^2
{txt} 90{com}.           summ mseCCEMGLRP5, meanonly
{txt} 91{com}.           matrix CCEMGmse[`i',2+(`b'*2)] = r(mean)
{txt} 92{com}.           replace RejectRate = 0
{txt} 93{com}.       replace RejectRate = 1 if pCCEMGLRP5 < 0.05  
{txt} 94{com}.           summ RejectRate, meanonly
{txt} 95{com}.       matrix CCEMGmeanRR[`i',2+(`b'*2)] = r(mean)
{txt} 96{com}.                  
.       summ AMGLRP25, detail
{txt} 97{com}.       matrix AMGmedLRP[`i',1+(`b'*2)] = r(p50)
{txt} 98{com}.           generate mseAMGLRP25 = (AMGLRP25 - `truLRP')^2
{txt} 99{com}.           summ mseAMGLRP25, meanonly
{txt}100{com}.           matrix AMGmse[`i',1+(`b'*2)] = r(mean)
{txt}101{com}.           replace RejectRate = 0
{txt}102{com}.       replace RejectRate = 1 if pAMGLRP25 < 0.05  
{txt}103{com}.           summ RejectRate, meanonly
{txt}104{com}.       matrix AMGmeanRR[`i',1+(`b'*2)] = r(mean)
{txt}105{com}.           
.       summ AMGLRP5, detail
{txt}106{com}.       matrix AMGmedLRP[`i',2+(`b'*2)] = r(p50)
{txt}107{com}.           generate mseAMGLRP5 = (AMGLRP5 - `truLRP')^2
{txt}108{com}.           summ mseAMGLRP5, meanonly
{txt}109{com}.           matrix AMGmse[`i',2+(`b'*2)] = r(mean)
{txt}110{com}.           replace RejectRate = 0
{txt}111{com}.       replace RejectRate = 1 if pAMGLRP5 < 0.05  
{txt}112{com}.           summ RejectRate, meanonly
{txt}113{com}.       matrix AMGmeanRR[`i',2+(`b'*2)] = r(mean)
{txt}114{com}.                  
.       summ DFELRP25, detail
{txt}115{com}.       matrix DFEmedLRP[`i',1+(`b'*2)] = r(p50)
{txt}116{com}.           generate mseDFELRP25 = (DFELRP25 - `truLRP')^2
{txt}117{com}.           summ mseDFELRP25, meanonly
{txt}118{com}.           matrix DFEmse[`i',1+(`b'*2)] = r(mean)
{txt}119{com}.           replace RejectRate = 0
{txt}120{com}.       replace RejectRate = 1 if pDFELRP25 < 0.05  
{txt}121{com}.           summ RejectRate, meanonly
{txt}122{com}.       matrix DFEmeanRR[`i',1+(`b'*2)] = r(mean)
{txt}123{com}.           
.       summ DFELRP5, detail
{txt}124{com}.       matrix DFEmedLRP[`i',2+(`b'*2)] = r(p50)
{txt}125{com}.           generate mseDFELRP5 = (DFELRP5 - `truLRP')^2
{txt}126{com}.           summ mseDFELRP5, meanonly
{txt}127{com}.           matrix DFEmse[`i',2+(`b'*2)] = r(mean)
{txt}128{com}.           replace RejectRate = 0
{txt}129{com}.       replace RejectRate = 1 if pDFELRP5 < 0.05  
{txt}130{com}.           summ RejectRate, meanonly
{txt}131{com}.       matrix DFEmeanRR[`i',2+(`b'*2)] = r(mean)
{txt}132{com}.                  
.       summ MG2LRP25, detail
{txt}133{com}.       matrix MG2medLRP[`i',1+(`b'*2)] = r(p50)
{txt}134{com}.           generate mseMG2LRP25 = (MG2LRP25 - `truLRP')^2
{txt}135{com}.           summ mseMG2LRP25, meanonly
{txt}136{com}.           matrix MG2mse[`i',1+(`b'*2)] = r(mean)
{txt}137{com}.           replace RejectRate = 0
{txt}138{com}.       replace RejectRate = 1 if pMG2LRP25 < 0.05  
{txt}139{com}.           summ RejectRate, meanonly
{txt}140{com}.       matrix MG2meanRR[`i',1+(`b'*2)] = r(mean)
{txt}141{com}.           
.       summ MG2LRP5, detail
{txt}142{com}.       matrix MG2medLRP[`i',2+(`b'*2)] = r(p50)
{txt}143{com}.           generate mseMG2LRP5 = (MG2LRP5 - `truLRP')^2
{txt}144{com}.           summ mseMG2LRP5, meanonly
{txt}145{com}.           matrix MG2mse[`i',2+(`b'*2)] = r(mean)
{txt}146{com}.           replace RejectRate = 0
{txt}147{com}.       replace RejectRate = 1 if pMG2LRP5 < 0.05  
{txt}148{com}.           summ RejectRate, meanonly
{txt}149{com}.       matrix MG2meanRR[`i',2+(`b'*2)] = r(mean)
{txt}150{com}.                  
.       summ DOLSLRP25, detail
{txt}151{com}.       matrix DOLSmedLRP[`i',1+(`b'*2)] = r(p50)
{txt}152{com}.           generate mseDOLSLRP25 = (DOLSLRP25 - `truLRP')^2
{txt}153{com}.           summ mseDOLSLRP25, meanonly
{txt}154{com}.           matrix DOLSmse[`i',1+(`b'*2)] = r(mean)
{txt}155{com}.           replace RejectRate = 0
{txt}156{com}.       replace RejectRate = 1 if pDOLSLRP25 < 0.05  
{txt}157{com}.           summ RejectRate, meanonly
{txt}158{com}.       matrix DOLSmeanRR[`i',1+(`b'*2)] = r(mean)          
{txt}159{com}.           
.    local `++i'
{txt}160{com}.    {c )-}
{txt}161{com}. local `++b'
{txt}162{com}. {c )-} 
{p2colset 8 18 22 2}{...}

{txt}{p2col :command:}TABLE8prog, betay(0.60) truLRP(2.5) beta0(0) betax(1) rhox(0) numN(50) numT(40){p_end}
{p2colset 8 18 22 2}{...}
{p2col :AHLRP25:}{res:r(AHLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAHLRP25:}{res:r(pAHLRP25)}{p_end}
{p2colset 9 18 22 2}{...}
{p2col :AHLRP5:}{res:r(AHLRP5)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :pAHLRP5:}{res:r(pAHLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DGMMLRP25:}{res:r(DGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDGMMLRP25:}{res:r(pDGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DGMMLRP5:}{res:r(DGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDGMMLRP5:}{res:r(pDGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :SGMMLRP25:}{res:r(SGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pSGMMLRP25:}{res:r(pSGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :SGMMLRP5:}{res:r(SGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pSGMMLRP5:}{res:r(pSGMMLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG1LRP25:}{res:r(MG1LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG1LRP25:}{res:r(pMG1LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG1LRP5:}{res:r(MG1LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG1LRP5:}{res:r(pMG1LRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :CCEMGLRP25:}{res:r(CCEMGLRP25)}{p_end}
{p2colset 4 18 22 2}{...}
{p2col :pCCEMGLRP25:}{res:r(pCCEMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :CCEMGLRP5:}{res:r(CCEMGLRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pCCEMGLRP5:}{res:r(pCCEMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :AMGLRP25:}{res:r(AMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pAMGLRP25:}{res:r(pAMGLRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :AMGLRP5:}{res:r(AMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAMGLRP5:}{res:r(pAMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DFELRP25:}{res:r(DFELRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDFELRP25:}{res:r(pDFELRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :DFELRP5:}{res:r(DFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pDFELRP5:}{res:r(pDFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG2LRP25:}{res:r(MG2LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG2LRP25:}{res:r(pMG2LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG2LRP5:}{res:r(MG2LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG2LRP5:}{res:r(pMG2LRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DOLSLRP25:}{res:r(DOLSLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDOLSLRP25:}{res:r(pDOLSLRP25)}{p_end}

Simulations ({res}1000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
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..................................................   400
..................................................   450
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..................................................   950
..................................................  1000

                         r(AHLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.544846       1.347793
{txt} 5%    {res} 1.736981       1.427424
{txt}10%    {res} 1.857354       1.433978       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.109338       1.442882       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.471779                      {txt}Mean          {res} 2.673759
                        {txt}Largest       Std. Dev.     {res} 1.001747
{txt}75%    {res} 2.986181       8.756998
{txt}90%    {res} 3.600122       9.076124       {txt}Variance      {res} 1.003497
{txt}95%    {res} 4.114463        12.7993       {txt}Skewness      {res} 5.645639
{txt}99%    {res} 5.799736       17.80025       {txt}Kurtosis      {res} 67.99797
{txt}(57 real changes made)

                          r(AHLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.442711       1.117558
{txt} 5%    {res}  1.73105       1.299549
{txt}10%    {res} 1.871263       1.308901       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.146269       1.310557       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.584513                      {txt}Mean          {res}  2.78393
                        {txt}Largest       Std. Dev.     {res} .9556977
{txt}75%    {res} 3.200646       8.281272
{txt}90%    {res} 3.869243       8.668801       {txt}Variance      {res} .9133581
{txt}95%    {res} 4.380443       9.698746       {txt}Skewness      {res}  2.24774
{txt}99%    {res} 6.280202       10.18983       {txt}Kurtosis      {res} 12.94576
{txt}(57 real changes made)
(42 real changes made)

                        r(DGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.061332       1.851225
{txt} 5%    {res} 2.123338       1.945584
{txt}10%    {res} 2.170654       1.954154       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.252782       2.000811       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.338545                      {txt}Mean          {res} 2.340003
                        {txt}Largest       Std. Dev.     {res} .1322701
{txt}75%    {res} 2.426197       2.701607
{txt}90%    {res} 2.505622       2.713771       {txt}Variance      {res} .0174954
{txt}95%    {res} 2.558236       2.838206       {txt}Skewness      {res} .0948069
{txt}99%    {res}  2.65039       2.857263       {txt}Kurtosis      {res} 3.186483
{txt}(42 real changes made)
(261 real changes made)

                         r(DGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.614358       1.457213
{txt} 5%    {res} 1.783591       1.467986
{txt}10%    {res} 1.901942       1.482451       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.091201       1.493096       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.311276                      {txt}Mean          {res} 2.360748
                        {txt}Largest       Std. Dev.     {res} .3913859
{txt}75%    {res} 2.584097       3.910832
{txt}90%    {res} 2.863175       3.991656       {txt}Variance      {res} .1531829
{txt}95%    {res} 3.053906       4.072283       {txt}Skewness      {res} .7548538
{txt}99%    {res} 3.467175       4.505796       {txt}Kurtosis      {res} 4.473908
{txt}(261 real changes made)
(97 real changes made)

                        r(SGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.143843       1.959322
{txt} 5%    {res}  2.24565       2.003385
{txt}10%    {res} 2.291266       2.073993       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.383745       2.101449       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.488202                      {txt}Mean          {res} 2.488545
                        {txt}Largest       Std. Dev.     {res} .1537369
{txt}75%    {res}  2.58884       2.924606
{txt}90%    {res} 2.678295       2.950947       {txt}Variance      {res}  .023635
{txt}95%    {res} 2.745468       2.959585       {txt}Skewness      {res} .1175675
{txt}99%    {res} 2.873133       3.004171       {txt}Kurtosis      {res} 3.096136
{txt}(97 real changes made)
(104 real changes made)

                         r(SGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.828022       1.434729
{txt} 5%    {res} 2.062847       1.625657
{txt}10%    {res} 2.218937       1.641629       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.441846       1.659155       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.749467                      {txt}Mean          {res} 2.824969
                        {txt}Largest       Std. Dev.     {res} .5488812
{txt}75%    {res} 3.125856       5.036152
{txt}90%    {res} 3.514842        5.32783       {txt}Variance      {res} .3012705
{txt}95%    {res} 3.747948        5.47108       {txt}Skewness      {res} .9677145
{txt}99%    {res} 4.574652       5.941181       {txt}Kurtosis      {res} 5.276134
{txt}(104 real changes made)
(132 real changes made)

                         r(MG1LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.916346       1.777753
{txt} 5%    {res} 2.000162       1.823952
{txt}10%    {res} 2.040191        1.85997       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.104889        1.88471       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.179296                      {txt}Mean          {res} 2.184658
                        {txt}Largest       Std. Dev.     {res} .1170193
{txt}75%    {res} 2.265509       2.514804
{txt}90%    {res} 2.332328       2.564537       {txt}Variance      {res} .0136935
{txt}95%    {res} 2.374843       2.587449       {txt}Skewness      {res} .1393468
{txt}99%    {res}  2.46834       2.608758       {txt}Kurtosis      {res} 3.163633
{txt}(132 real changes made)
(737 real changes made)

                         r(MG1LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.299535       .7999066
{txt} 5%    {res} 2.672412       1.178686
{txt}10%    {res} 2.912922       1.903338       {txt}Obs         {res}      1,000
{txt}25%    {res} 3.319116       1.933208       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 3.785549                      {txt}Mean          {res} 3.893549
                        {txt}Largest       Std. Dev.     {res} 1.017288
{txt}75%    {res} 4.281281       7.780407
{txt}90%    {res} 4.923899       8.751288       {txt}Variance      {res} 1.034874
{txt}95%    {res} 5.371677       10.11689       {txt}Skewness      {res}  5.30649
{txt}99%    {res} 6.608407       20.81737       {txt}Kurtosis      {res} 80.76851
{txt}(737 real changes made)
(395 real changes made)

                        r(CCEMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.813576       1.676244
{txt} 5%    {res} 1.887207       1.740124
{txt}10%    {res} 1.937069       1.740307       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.014991       1.749467       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.100819                      {txt}Mean          {res} 2.105983
                        {txt}Largest       Std. Dev.     {res} .1347796
{txt}75%    {res} 2.195777       2.494188
{txt}90%    {res} 2.281546       2.501085       {txt}Variance      {res} .0181655
{txt}95%    {res} 2.323109       2.553426       {txt}Skewness      {res} .1162945
{txt}99%    {res}  2.44749       2.558826       {txt}Kurtosis      {res} 2.994378
{txt}(395 real changes made)
(821 real changes made)

                        r(CCEMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-43.05306       -2006.76
{txt} 5%    {res}-3.601651      -1009.589
{txt}10%    {res} .4448148      -147.4846       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.389415      -87.95623       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 3.465672                      {txt}Mean          {res}  1.53386
                        {txt}Largest       Std. Dev.     {res} 73.16888
{txt}75%    {res} 5.039766       134.2441
{txt}90%    {res} 7.941467       166.6887       {txt}Variance      {res} 5353.685
{txt}95%    {res} 13.97675       246.3754       {txt}Skewness      {res}-23.26041
{txt}99%    {res} 47.38064       255.9065       {txt}Kurtosis      {res}  605.564
{txt}(821 real changes made)
(28 real changes made)

                         r(AMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.811023       1.678754
{txt} 5%    {res} 1.894188       1.746783
{txt}10%    {res} 1.928533       1.751277       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.005521       1.752586       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.090831                      {txt}Mean          {res} 2.090351
                        {txt}Largest       Std. Dev.     {res} .1242762
{txt}75%    {res} 2.176149       2.434007
{txt}90%    {res} 2.251451       2.448582       {txt}Variance      {res} .0154446
{txt}95%    {res} 2.290562       2.450443       {txt}Skewness      {res} .0633841
{txt}99%    {res} 2.405273       2.529512       {txt}Kurtosis      {res} 2.975526
{txt}(28 real changes made)
(908 real changes made)

                         r(AMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-4.417457      -62.29923
{txt} 5%    {res} 1.670279      -48.31734
{txt}10%    {res} 2.221066      -39.64091       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.915066      -30.60068       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 3.752986                      {txt}Mean          {res} 4.544105
                        {txt}Largest       Std. Dev.     {res} 11.16445
{txt}75%    {res} 4.785532       41.62088
{txt}90%    {res} 6.334403       57.81121       {txt}Variance      {res}  124.645
{txt}95%    {res} 8.689098       76.75927       {txt}Skewness      {res} 19.63578
{txt}99%    {res} 28.59408       304.8477       {txt}Kurtosis      {res} 529.5461
{txt}(908 real changes made)
(68 real changes made)

                         r(DFELRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.037865       1.827198
{txt} 5%    {res}  2.11474       1.978714
{txt}10%    {res} 2.149548       1.992184       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.222622       2.010997       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.299999                      {txt}Mean          {res}  2.30204
                        {txt}Largest       Std. Dev.     {res} .1171901
{txt}75%    {res}  2.37963       2.618803
{txt}90%    {res} 2.451935       2.683193       {txt}Variance      {res} .0137335
{txt}95%    {res} 2.497846       2.722092       {txt}Skewness      {res} .1213728
{txt}99%    {res}  2.57207       2.798128       {txt}Kurtosis      {res} 3.359946
{txt}(68 real changes made)
(418 real changes made)

                         r(DFELRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.441137       1.168213
{txt} 5%    {res} 1.581336       1.374653
{txt}10%    {res} 1.639526       1.378778       {txt}Obs         {res}      1,000
{txt}25%    {res}  1.77102       1.391971       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 1.925389                      {txt}Mean          {res} 1.937144
                        {txt}Largest       Std. Dev.     {res} .2393557
{txt}75%    {res} 2.083672        2.59641
{txt}90%    {res} 2.262515       2.707094       {txt}Variance      {res} .0572912
{txt}95%    {res} 2.346138       2.796829       {txt}Skewness      {res}  .340604
{txt}99%    {res} 2.527255        3.04043       {txt}Kurtosis      {res} 3.353455
{txt}(418 real changes made)
(674 real changes made)

                         r(MG2LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  2.10459       .9231462
{txt} 5%    {res} 2.186929       1.962679
{txt}10%    {res} 2.234582       1.997082       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.316546       2.039211       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.411926                      {txt}Mean          {res} 2.416803
                        {txt}Largest       Std. Dev.     {res} .1651446
{txt}75%    {res} 2.506395       3.094823
{txt}90%    {res} 2.601356       3.104891       {txt}Variance      {res} .0272728
{txt}95%    {res} 2.678848       3.203493       {txt}Skewness      {res} .5849659
{txt}99%    {res} 2.821188       4.002099       {txt}Kurtosis      {res} 18.37415
{txt}(674 real changes made)
(141 real changes made)

                         r(MG2LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-33.52227      -429.0079
{txt} 5%    {res}-5.140025      -138.5101
{txt}10%    {res}-1.357029      -70.02037       {txt}Obs         {res}      1,000
{txt}25%    {res} 1.312291      -59.03457       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.342129                      {txt}Mean          {res} 2.495176
                        {txt}Largest       Std. Dev.     {res} 29.03756
{txt}75%    {res} 3.503077       52.75125
{txt}90%    {res} 5.677259       60.22908       {txt}Variance      {res}   843.18
{txt}95%    {res} 8.717564       99.07116       {txt}Skewness      {res} 14.17838
{txt}99%    {res} 31.27559       757.0182       {txt}Kurtosis      {res} 506.4963
{txt}(141 real changes made)
(43 real changes made)

                        r(DOLSLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} .5996691       .4595679
{txt} 5%    {res} .7024689       .4811079
{txt}10%    {res} .7605614       .5661024       {txt}Obs         {res}      1,000
{txt}25%    {res} .8709842        .568184       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} .9948123                      {txt}Mean          {res} .9933738
                        {txt}Largest       Std. Dev.     {res} .1775064
{txt}75%    {res} 1.111085       1.469344
{txt}90%    {res} 1.220791       1.482964       {txt}Variance      {res} .0315085
{txt}95%    {res} 1.294616       1.596543       {txt}Skewness      {res} .1010734
{txt}99%    {res} 1.393482       1.728314       {txt}Kurtosis      {res} 2.974624
{txt}(43 real changes made)
(1,000 real changes made)
{p2colset 8 18 22 2}{...}

{p2col :command:}TABLE8prog, betay(0.60) truLRP(2.5) beta0(0) betax(1) rhox(0.5) numN(50) numT(40){p_end}
{p2colset 8 18 22 2}{...}
{p2col :AHLRP25:}{res:r(AHLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAHLRP25:}{res:r(pAHLRP25)}{p_end}
{p2colset 9 18 22 2}{...}
{p2col :AHLRP5:}{res:r(AHLRP5)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :pAHLRP5:}{res:r(pAHLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DGMMLRP25:}{res:r(DGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDGMMLRP25:}{res:r(pDGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DGMMLRP5:}{res:r(DGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDGMMLRP5:}{res:r(pDGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :SGMMLRP25:}{res:r(SGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pSGMMLRP25:}{res:r(pSGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :SGMMLRP5:}{res:r(SGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pSGMMLRP5:}{res:r(pSGMMLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG1LRP25:}{res:r(MG1LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG1LRP25:}{res:r(pMG1LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG1LRP5:}{res:r(MG1LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG1LRP5:}{res:r(pMG1LRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :CCEMGLRP25:}{res:r(CCEMGLRP25)}{p_end}
{p2colset 4 18 22 2}{...}
{p2col :pCCEMGLRP25:}{res:r(pCCEMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :CCEMGLRP5:}{res:r(CCEMGLRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pCCEMGLRP5:}{res:r(pCCEMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :AMGLRP25:}{res:r(AMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pAMGLRP25:}{res:r(pAMGLRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :AMGLRP5:}{res:r(AMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAMGLRP5:}{res:r(pAMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DFELRP25:}{res:r(DFELRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDFELRP25:}{res:r(pDFELRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :DFELRP5:}{res:r(DFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pDFELRP5:}{res:r(pDFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG2LRP25:}{res:r(MG2LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG2LRP25:}{res:r(pMG2LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG2LRP5:}{res:r(MG2LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG2LRP5:}{res:r(pMG2LRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DOLSLRP25:}{res:r(DOLSLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDOLSLRP25:}{res:r(pDOLSLRP25)}{p_end}

Simulations ({res}1000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

                         r(AHLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}-10.41277      -105.2513
{txt} 5%    {res} 1.126313       -54.2108
{txt}10%    {res} 1.353403       -38.9626       {txt}Obs         {res}      1,000
{txt}25%    {res} 1.676583      -35.06807       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  2.25712                      {txt}Mean          {res}   4.8353
                        {txt}Largest       Std. Dev.     {res} 49.97256
{txt}75%    {res} 3.197131       35.70736
{txt}90%    {res} 5.234121       53.01863       {txt}Variance      {res} 2497.257
{txt}95%    {res} 7.971569       829.9962       {txt}Skewness      {res}  23.4727
{txt}99%    {res} 19.23557       1337.098       {txt}Kurtosis      {res} 580.6955
{txt}(133 real changes made)

                          r(AHLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.009628       1.661855
{txt} 5%    {res} 2.203381       1.850105
{txt}10%    {res} 2.349288       1.912454       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.657243       1.914345       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 3.030478                      {txt}Mean          {res} 3.186129
                        {txt}Largest       Std. Dev.     {res} .8124284
{txt}75%    {res} 3.525341       7.019603
{txt}90%    {res} 4.114809       8.362845       {txt}Variance      {res} .6600399
{txt}95%    {res} 4.607531       8.900517       {txt}Skewness      {res}  2.10524
{txt}99%    {res} 5.892008       9.709797       {txt}Kurtosis      {res}  12.5144
{txt}(133 real changes made)
(1 real change made)

                        r(DGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.172727        2.09431
{txt} 5%    {res}  2.24597       2.106373
{txt}10%    {res} 2.278813       2.134907       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.336378       2.140202       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.406862                      {txt}Mean          {res} 2.409528
                        {txt}Largest       Std. Dev.     {res} .1037293
{txt}75%    {res} 2.483234       2.706579
{txt}90%    {res} 2.545152       2.710479       {txt}Variance      {res} .0107598
{txt}95%    {res} 2.580489        2.71732       {txt}Skewness      {res} .1103819
{txt}99%    {res} 2.667325       2.747474       {txt}Kurtosis      {res} 2.899454
{txt}(1 real change made)
(192 real changes made)

                         r(DGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}  2.17816       1.880832
{txt} 5%    {res} 2.300532        1.89911
{txt}10%    {res} 2.396485       2.031493       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.548337       2.039148       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.715048                      {txt}Mean          {res} 2.733072
                        {txt}Largest       Std. Dev.     {res} .2784117
{txt}75%    {res} 2.897605       3.721584
{txt}90%    {res} 3.092978       3.730947       {txt}Variance      {res} .0775131
{txt}95%    {res} 3.214455       3.826328       {txt}Skewness      {res} .4833644
{txt}99%    {res} 3.520044       3.960493       {txt}Kurtosis      {res} 3.850921
{txt}(192 real changes made)
(41 real changes made)

                        r(SGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.239724        2.17638
{txt} 5%    {res} 2.304947       2.184666
{txt}10%    {res} 2.342484       2.199475       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.411751       2.201363       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.482226                      {txt}Mean          {res} 2.487738
                        {txt}Largest       Std. Dev.     {res} .1141228
{txt}75%    {res} 2.562997       2.817802
{txt}90%    {res} 2.635287       2.821782       {txt}Variance      {res}  .013024
{txt}95%    {res} 2.682073       2.825513       {txt}Skewness      {res} .1870352
{txt}99%    {res} 2.776738       2.833727       {txt}Kurtosis      {res} 2.866081
{txt}(41 real changes made)
(110 real changes made)

                         r(SGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.340572       1.924885
{txt} 5%    {res}  2.51197       2.239566
{txt}10%    {res}  2.60025       2.253481       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.755535       2.259571       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.971658                      {txt}Mean          {res} 3.005955
                        {txt}Largest       Std. Dev.     {res} .3507297
{txt}75%    {res} 3.200642       4.097867
{txt}90%    {res} 3.460878       4.330784       {txt}Variance      {res} .1230113
{txt}95%    {res} 3.669706       4.495488       {txt}Skewness      {res} .6885382
{txt}99%    {res} 3.964853       4.693262       {txt}Kurtosis      {res} 3.963261
{txt}(110 real changes made)
(413 real changes made)

                         r(MG1LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  2.06396       2.018653
{txt} 5%    {res}  2.12903       2.030751
{txt}10%    {res} 2.160894       2.030903       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.219926       2.035273       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.282314                      {txt}Mean          {res} 2.286128
                        {txt}Largest       Std. Dev.     {res} .0978849
{txt}75%    {res}  2.35289       2.572777
{txt}90%    {res} 2.411267       2.588544       {txt}Variance      {res} .0095814
{txt}95%    {res} 2.445781       2.613641       {txt}Skewness      {res} .1146005
{txt}99%    {res}  2.51713       2.636005       {txt}Kurtosis      {res} 2.983366
{txt}(413 real changes made)
(597 real changes made)

                         r(MG1LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.285627       2.027185
{txt} 5%    {res} 2.474713        2.07947
{txt}10%    {res} 2.590365       2.139592       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.781805       2.172749       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.971397                      {txt}Mean          {res} 2.999336
                        {txt}Largest       Std. Dev.     {res} .3477541
{txt}75%    {res} 3.187766       4.222416
{txt}90%    {res} 3.420617       4.247381       {txt}Variance      {res} .1209329
{txt}95%    {res} 3.572457        4.99655       {txt}Skewness      {res} .9062069
{txt}99%    {res} 4.027588       5.288974       {txt}Kurtosis      {res} 6.318404
{txt}(597 real changes made)
(341 real changes made)

                        r(CCEMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.926083       1.874815
{txt} 5%    {res} 2.006234       1.879004
{txt}10%    {res} 2.039586       1.908888       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.108501        1.91599       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.178935                      {txt}Mean          {res} 2.186332
                        {txt}Largest       Std. Dev.     {res} .1152536
{txt}75%    {res} 2.263848       2.557602
{txt}90%    {res} 2.332057       2.564449       {txt}Variance      {res} .0132834
{txt}95%    {res} 2.383975       2.567552       {txt}Skewness      {res} .2319915
{txt}99%    {res}  2.47199       2.574447       {txt}Kurtosis      {res} 3.039524
{txt}(341 real changes made)
(795 real changes made)

                        r(CCEMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-8.639403      -396.8762
{txt} 5%    {res} .9979991      -65.94653
{txt}10%    {res} 1.694777      -25.03253       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.320218      -19.09686       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.889601                      {txt}Mean          {res} 3.291932
                        {txt}Largest       Std. Dev.     {res} 22.22496
{txt}75%    {res} 3.662125       27.49337
{txt}90%    {res} 4.912807       34.61513       {txt}Variance      {res} 493.9488
{txt}95%    {res} 6.574196       62.71496       {txt}Skewness      {res} 10.26827
{txt}99%    {res} 16.78443        564.487       {txt}Kurtosis      {res} 512.8149
{txt}(795 real changes made)
(38 real changes made)

                         r(AMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.977192       1.886469
{txt} 5%    {res} 2.038361       1.949506
{txt}10%    {res} 2.071104       1.953779       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.135612        1.95536       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.206168                      {txt}Mean          {res} 2.208468
                        {txt}Largest       Std. Dev.     {res} .1054303
{txt}75%    {res} 2.275522       2.536901
{txt}90%    {res} 2.343132       2.565662       {txt}Variance      {res} .0111155
{txt}95%    {res} 2.383493       2.569485       {txt}Skewness      {res} .1747155
{txt}99%    {res} 2.469282       2.576297       {txt}Kurtosis      {res} 3.107177
{txt}(38 real changes made)
(816 real changes made)

                         r(AMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.358303      -38.01323
{txt} 5%    {res}  2.08446      -18.12023
{txt}10%    {res} 2.290319      -13.73838       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.606071      -13.07957       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.921727                      {txt}Mean          {res} 2.933635
                        {txt}Largest       Std. Dev.     {res} 1.898157
{txt}75%    {res} 3.361544       7.617219
{txt}90%    {res}  3.87037       7.953146       {txt}Variance      {res} 3.603001
{txt}95%    {res} 4.295342       9.815351       {txt}Skewness      {res}-12.97747
{txt}99%    {res} 5.902436       9.884869       {txt}Kurtosis      {res} 246.9299
{txt}(816 real changes made)
(103 real changes made)

                         r(DFELRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.186354          2.118
{txt} 5%    {res} 2.254756       2.141997
{txt}10%    {res} 2.283117       2.144035       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.328556       2.146932       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.389006                      {txt}Mean          {res} 2.392544
                        {txt}Largest       Std. Dev.     {res}  .089733
{txt}75%    {res} 2.452166       2.680238
{txt}90%    {res} 2.509636       2.686117       {txt}Variance      {res}  .008052
{txt}95%    {res} 2.541312       2.700527       {txt}Skewness      {res}  .176948
{txt}99%    {res} 2.609187       2.712227       {txt}Kurtosis      {res} 3.116753
{txt}(103 real changes made)
(257 real changes made)

                         r(DFELRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.974372       1.842763
{txt} 5%    {res} 2.106196       1.902539
{txt}10%    {res} 2.184989       1.915542       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.287811       1.947762       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.419792                      {txt}Mean          {res} 2.419102
                        {txt}Largest       Std. Dev.     {res}  .189691
{txt}75%    {res} 2.537632       2.979823
{txt}90%    {res} 2.665109        3.01601       {txt}Variance      {res} .0359827
{txt}95%    {res}  2.72931       3.076127       {txt}Skewness      {res} .1677333
{txt}99%    {res} 2.905579       3.230767       {txt}Kurtosis      {res} 3.308435
{txt}(257 real changes made)
(86 real changes made)

                         r(MG2LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.187996       2.109485
{txt} 5%    {res}  2.25529       2.147172
{txt}10%    {res} 2.290504       2.159551       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.351745       2.164669       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.422031                      {txt}Mean          {res}  2.42547
                        {txt}Largest       Std. Dev.     {res} .1084598
{txt}75%    {res} 2.499774       2.749486
{txt}90%    {res} 2.565052       2.771247       {txt}Variance      {res} .0117635
{txt}95%    {res} 2.606319       2.829991       {txt}Skewness      {res} .2861912
{txt}99%    {res} 2.716696       2.869068       {txt}Kurtosis      {res} 3.315872
{txt}(86 real changes made)
(137 real changes made)

                         r(MG2LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-21.62029      -1864.023
{txt} 5%    {res} -3.07591      -430.2594
{txt}10%    {res} .2576091      -238.7899       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.085435      -169.7664       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  2.86239                      {txt}Mean          {res} 1.130232
                        {txt}Largest       Std. Dev.     {res} 63.11624
{txt}75%    {res} 3.765962       140.7283
{txt}90%    {res} 5.500846       142.6362       {txt}Variance      {res} 3983.659
{txt}95%    {res} 8.093158       156.7899       {txt}Skewness      {res}-26.06991
{txt}99%    {res} 36.70536       310.7317       {txt}Kurtosis      {res} 767.2678
{txt}(137 real changes made)
(51 real changes made)

                        r(DOLSLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.018678       .8747081
{txt} 5%    {res} 1.133468        .925431
{txt}10%    {res} 1.181029       .9738832       {txt}Obs         {res}      1,000
{txt}25%    {res} 1.292404       .9779244       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 1.406173                      {txt}Mean          {res} 1.410585
                        {txt}Largest       Std. Dev.     {res} .1770848
{txt}75%    {res} 1.522244       1.862899
{txt}90%    {res} 1.651921       1.891882       {txt}Variance      {res}  .031359
{txt}95%    {res}  1.72117       1.942032       {txt}Skewness      {res}  .147462
{txt}99%    {res} 1.831739       2.021372       {txt}Kurtosis      {res} 2.890929
{txt}(51 real changes made)
(1,000 real changes made)
{p2colset 8 18 22 2}{...}

{p2col :command:}TABLE8prog, betay(0.60) truLRP(2.5) beta0(0) betax(1) rhox(0.9) numN(50) numT(40){p_end}
{p2colset 8 18 22 2}{...}
{p2col :AHLRP25:}{res:r(AHLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAHLRP25:}{res:r(pAHLRP25)}{p_end}
{p2colset 9 18 22 2}{...}
{p2col :AHLRP5:}{res:r(AHLRP5)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :pAHLRP5:}{res:r(pAHLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DGMMLRP25:}{res:r(DGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDGMMLRP25:}{res:r(pDGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DGMMLRP5:}{res:r(DGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDGMMLRP5:}{res:r(pDGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :SGMMLRP25:}{res:r(SGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pSGMMLRP25:}{res:r(pSGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :SGMMLRP5:}{res:r(SGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pSGMMLRP5:}{res:r(pSGMMLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG1LRP25:}{res:r(MG1LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG1LRP25:}{res:r(pMG1LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG1LRP5:}{res:r(MG1LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG1LRP5:}{res:r(pMG1LRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :CCEMGLRP25:}{res:r(CCEMGLRP25)}{p_end}
{p2colset 4 18 22 2}{...}
{p2col :pCCEMGLRP25:}{res:r(pCCEMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :CCEMGLRP5:}{res:r(CCEMGLRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pCCEMGLRP5:}{res:r(pCCEMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :AMGLRP25:}{res:r(AMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pAMGLRP25:}{res:r(pAMGLRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :AMGLRP5:}{res:r(AMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAMGLRP5:}{res:r(pAMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DFELRP25:}{res:r(DFELRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDFELRP25:}{res:r(pDFELRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :DFELRP5:}{res:r(DFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pDFELRP5:}{res:r(pDFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG2LRP25:}{res:r(MG2LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG2LRP25:}{res:r(pMG2LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG2LRP5:}{res:r(MG2LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG2LRP5:}{res:r(pMG2LRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DOLSLRP25:}{res:r(DOLSLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDOLSLRP25:}{res:r(pDOLSLRP25)}{p_end}

Simulations ({res}1000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

                         r(AHLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.331627      -243.0109
{txt} 5%    {res} 1.622768      -57.95605
{txt}10%    {res} 1.771297       1.152619       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.079058       1.170914       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.505671                      {txt}Mean          {res} 2.609973
                        {txt}Largest       Std. Dev.     {res} 9.174864
{txt}75%    {res} 3.029079       11.86529
{txt}90%    {res} 3.981868       11.91219       {txt}Variance      {res} 84.17813
{txt}95%    {res}  4.97666        20.2914       {txt}Skewness      {res}-16.25389
{txt}99%    {res} 8.219837       138.2424       {txt}Kurtosis      {res} 564.4498
{txt}(77 real changes made)

                          r(AHLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.632096       1.456225
{txt} 5%    {res} 1.854296       1.457653
{txt}10%    {res} 1.967184       1.460679       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.173405       1.550685       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.450089                      {txt}Mean          {res} 2.466459
                        {txt}Largest       Std. Dev.     {res} .4138349
{txt}75%    {res} 2.700854       3.965355
{txt}90%    {res} 2.965245       4.055968       {txt}Variance      {res} .1712593
{txt}95%    {res} 3.185274       4.436055       {txt}Skewness      {res} .7441883
{txt}99%    {res} 3.706296       4.741846       {txt}Kurtosis      {res}    4.755
{txt}(77 real changes made)
(84 real changes made)

                        r(DGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.323843       2.275362
{txt} 5%    {res} 2.356243       2.277132
{txt}10%    {res} 2.381939       2.290727       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.424004        2.29546       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.465684                      {txt}Mean          {res} 2.464692
                        {txt}Largest       Std. Dev.     {res} .0626249
{txt}75%    {res} 2.507175       2.643646
{txt}90%    {res} 2.541725       2.648009       {txt}Variance      {res} .0039219
{txt}95%    {res} 2.565769       2.648361       {txt}Skewness      {res}-.0268288
{txt}99%    {res} 2.619674       2.674093       {txt}Kurtosis      {res} 3.060123
{txt}(84 real changes made)
(112 real changes made)

                         r(DGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.481676       2.436621
{txt} 5%    {res} 2.545194       2.445027
{txt}10%    {res} 2.586264       2.456419       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.656408       2.462078       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.742997                      {txt}Mean          {res} 2.747288
                        {txt}Largest       Std. Dev.     {res} .1302047
{txt}75%    {res} 2.824206        3.17292
{txt}90%    {res} 2.914718       3.182399       {txt}Variance      {res} .0169533
{txt}95%    {res} 2.971673       3.184859       {txt}Skewness      {res} .3967331
{txt}99%    {res} 3.088206       3.197024       {txt}Kurtosis      {res} 3.204647
{txt}(112 real changes made)
(376 real changes made)

                        r(SGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.340334       2.284251
{txt} 5%    {res} 2.378792       2.295036
{txt}10%    {res} 2.406254       2.318558       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.448404       2.322229       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.491732                      {txt}Mean          {res} 2.492449
                        {txt}Largest       Std. Dev.     {res} .0669197
{txt}75%    {res} 2.539418       2.669312
{txt}90%    {res} 2.577353       2.677812       {txt}Variance      {res} .0044782
{txt}95%    {res} 2.600763       2.679905       {txt}Skewness      {res}-.0378119
{txt}99%    {res} 2.648317       2.684894       {txt}Kurtosis      {res} 2.868708
{txt}(376 real changes made)
(106 real changes made)

                         r(SGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.572946       2.471826
{txt} 5%    {res}  2.65698       2.483611
{txt}10%    {res} 2.704428        2.54998       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.782249       2.551709       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.870787                      {txt}Mean          {res} 2.885287
                        {txt}Largest       Std. Dev.     {res}  .153189
{txt}75%    {res} 2.974641       3.371565
{txt}90%    {res} 3.081404         3.3841       {txt}Variance      {res} .0234669
{txt}95%    {res} 3.154495        3.51189       {txt}Skewness      {res} .5189814
{txt}99%    {res} 3.301146       3.541264       {txt}Kurtosis      {res} 3.633031
{txt}(106 real changes made)
(932 real changes made)

                         r(MG1LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.246348       2.188654
{txt} 5%    {res} 2.285227       2.222831
{txt}10%    {res} 2.309694       2.227889       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.355942       2.238721       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.399081                      {txt}Mean          {res} 2.398347
                        {txt}Largest       Std. Dev.     {res} .0661986
{txt}75%    {res} 2.441663        2.57061
{txt}90%    {res} 2.483425       2.571723       {txt}Variance      {res} .0043823
{txt}95%    {res} 2.510064        2.57283       {txt}Skewness      {res} .0313407
{txt}99%    {res} 2.558406       2.593108       {txt}Kurtosis      {res} 2.852192
{txt}(932 real changes made)
(329 real changes made)

                         r(MG1LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.373064        2.15469
{txt} 5%    {res} 2.431477       2.157294
{txt}10%    {res} 2.473344       2.257748       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.544288       2.318819       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.621905                      {txt}Mean          {res} 2.625739
                        {txt}Largest       Std. Dev.     {res} .1209781
{txt}75%    {res} 2.704726       3.025307
{txt}90%    {res} 2.771747       3.031346       {txt}Variance      {res} .0146357
{txt}95%    {res} 2.826389       3.056323       {txt}Skewness      {res} .2149483
{txt}99%    {res} 2.956001       3.073417       {txt}Kurtosis      {res}  3.72356
{txt}(329 real changes made)
(162 real changes made)

                        r(CCEMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.087711       1.980034
{txt} 5%    {res} 2.137278       1.989058
{txt}10%    {res} 2.178488       2.016101       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.236743       2.027574       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.297761                      {txt}Mean          {res} 2.298058
                        {txt}Largest       Std. Dev.     {res} .0925765
{txt}75%    {res} 2.362485       2.542475
{txt}90%    {res} 2.415754       2.548235       {txt}Variance      {res} .0085704
{txt}95%    {res} 2.445129       2.550454       {txt}Skewness      {res}-.0850773
{txt}99%    {res} 2.510931       2.591638       {txt}Kurtosis      {res} 3.008073
{txt}(162 real changes made)
(665 real changes made)

                        r(CCEMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} .1641273      -113.1764
{txt} 5%    {res} 1.805067      -23.61443
{txt}10%    {res}  2.03835      -13.36433       {txt}Obs         {res}      1,000
{txt}25%    {res}  2.35453      -3.483368       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.654706                      {txt}Mean          {res} 2.652964
                        {txt}Largest       Std. Dev.     {res} 4.297145
{txt}75%    {res} 2.981297       8.180224
{txt}90%    {res} 3.516751       13.04132       {txt}Variance      {res} 18.46546
{txt}95%    {res}  4.00005       29.02369       {txt}Skewness      {res}-17.98779
{txt}99%    {res} 5.990588       53.49308       {txt}Kurtosis      {res} 551.6627
{txt}(665 real changes made)
(35 real changes made)

                         r(AMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  2.14958       2.021935
{txt} 5%    {res}  2.20814       2.089934
{txt}10%    {res} 2.232706       2.098259       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.285227       2.128745       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  2.33901                      {txt}Mean          {res} 2.336508
                        {txt}Largest       Std. Dev.     {res} .0772386
{txt}75%    {res} 2.391519       2.534482
{txt}90%    {res} 2.436151       2.534913       {txt}Variance      {res} .0059658
{txt}95%    {res} 2.455904       2.539566       {txt}Skewness      {res}-.1991922
{txt}99%    {res} 2.503908       2.543281       {txt}Kurtosis      {res} 2.998902
{txt}(35 real changes made)
(604 real changes made)

                         r(AMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.961405       1.487054
{txt} 5%    {res} 2.239025        1.79621
{txt}10%    {res} 2.339855       1.797553       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.467355       1.833359       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.621915                      {txt}Mean          {res} 2.651196
                        {txt}Largest       Std. Dev.     {res} .5399249
{txt}75%    {res} 2.772768       3.867943
{txt}90%    {res} 2.951463       6.137537       {txt}Variance      {res}  .291519
{txt}95%    {res} 3.100547       9.513446       {txt}Skewness      {res} 15.67502
{txt}99%    {res} 3.416821       15.45231       {txt}Kurtosis      {res}  344.751
{txt}(604 real changes made)
(66 real changes made)

                         r(DFELRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  2.34627       2.302355
{txt} 5%    {res} 2.388063       2.311315
{txt}10%    {res} 2.404578        2.32916       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.434926       2.333139       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.469481                      {txt}Mean          {res} 2.468982
                        {txt}Largest       Std. Dev.     {res} .0501663
{txt}75%    {res} 2.502472       2.601914
{txt}90%    {res} 2.533743       2.611027       {txt}Variance      {res} .0025167
{txt}95%    {res} 2.550067       2.623564       {txt}Skewness      {res} .0396158
{txt}99%    {res} 2.588856       2.664546       {txt}Kurtosis      {res} 3.219657
{txt}(66 real changes made)
(96 real changes made)

                         r(DFELRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.526874       2.386216
{txt} 5%    {res} 2.580989       2.462856
{txt}10%    {res} 2.599951       2.476341       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.647503       2.486786       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.706986                      {txt}Mean          {res} 2.710367
                        {txt}Largest       Std. Dev.     {res} .0873676
{txt}75%    {res} 2.768266       2.996361
{txt}90%    {res} 2.822343       3.017156       {txt}Variance      {res} .0076331
{txt}95%    {res} 2.856865       3.052757       {txt}Skewness      {res} .2708583
{txt}99%    {res} 2.930129       3.069241       {txt}Kurtosis      {res} 3.418138
{txt}(96 real changes made)
(611 real changes made)

                         r(MG2LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.305318       2.264556
{txt} 5%    {res} 2.350014       2.265241
{txt}10%    {res}  2.36977       2.285001       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.415549       2.285015       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.457115                      {txt}Mean          {res} 2.459408
                        {txt}Largest       Std. Dev.     {res} .0702101
{txt}75%    {res} 2.501933       2.681757
{txt}90%    {res} 2.547786       2.682226       {txt}Variance      {res} .0049295
{txt}95%    {res} 2.582849       2.746399       {txt}Skewness      {res} .3581175
{txt}99%    {res} 2.640744       2.807314       {txt}Kurtosis      {res} 3.716413
{txt}(611 real changes made)
(114 real changes made)

                         r(MG2LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-5.791128      -217.5177
{txt} 5%    {res} 1.206293      -55.43663
{txt}10%    {res} 2.169841      -33.89104       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.706803      -25.68835       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.984725                      {txt}Mean          {res}  4.33656
                        {txt}Largest       Std. Dev.     {res} 45.40618
{txt}75%    {res} 3.319499       39.52079
{txt}90%    {res} 3.891249       52.70158       {txt}Variance      {res} 2061.722
{txt}95%    {res} 4.778683       108.6315       {txt}Skewness      {res} 29.75955
{txt}99%    {res} 16.58781       1412.399       {txt}Kurtosis      {res} 927.2129
{txt}(114 real changes made)
(348 real changes made)

                        r(DOLSLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.938178       1.830586
{txt} 5%    {res} 2.028495       1.852064
{txt}10%    {res}   2.0765        1.87353       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.153702       1.907296       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.251998                      {txt}Mean          {res} 2.252498
                        {txt}Largest       Std. Dev.     {res} .1376817
{txt}75%    {res}  2.34795       2.608347
{txt}90%    {res} 2.431288       2.613634       {txt}Variance      {res} .0189562
{txt}95%    {res} 2.479524       2.621184       {txt}Skewness      {res} .0391336
{txt}99%    {res} 2.571631       2.688051       {txt}Kurtosis      {res} 2.794314
{txt}(348 real changes made)
(892 real changes made)
{p2colset 8 18 22 2}{...}

{p2col :command:}TABLE8prog, betay(0.60) truLRP(2.5) beta0(0) betax(1) rhox(0.95) numN(50) numT(40){p_end}
{p2colset 8 18 22 2}{...}
{p2col :AHLRP25:}{res:r(AHLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAHLRP25:}{res:r(pAHLRP25)}{p_end}
{p2colset 9 18 22 2}{...}
{p2col :AHLRP5:}{res:r(AHLRP5)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :pAHLRP5:}{res:r(pAHLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DGMMLRP25:}{res:r(DGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDGMMLRP25:}{res:r(pDGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DGMMLRP5:}{res:r(DGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDGMMLRP5:}{res:r(pDGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :SGMMLRP25:}{res:r(SGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pSGMMLRP25:}{res:r(pSGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :SGMMLRP5:}{res:r(SGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pSGMMLRP5:}{res:r(pSGMMLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG1LRP25:}{res:r(MG1LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG1LRP25:}{res:r(pMG1LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG1LRP5:}{res:r(MG1LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG1LRP5:}{res:r(pMG1LRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :CCEMGLRP25:}{res:r(CCEMGLRP25)}{p_end}
{p2colset 4 18 22 2}{...}
{p2col :pCCEMGLRP25:}{res:r(pCCEMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :CCEMGLRP5:}{res:r(CCEMGLRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pCCEMGLRP5:}{res:r(pCCEMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :AMGLRP25:}{res:r(AMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pAMGLRP25:}{res:r(pAMGLRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :AMGLRP5:}{res:r(AMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAMGLRP5:}{res:r(pAMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DFELRP25:}{res:r(DFELRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDFELRP25:}{res:r(pDFELRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :DFELRP5:}{res:r(DFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pDFELRP5:}{res:r(pDFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG2LRP25:}{res:r(MG2LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG2LRP25:}{res:r(pMG2LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG2LRP5:}{res:r(MG2LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG2LRP5:}{res:r(pMG2LRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DOLSLRP25:}{res:r(DOLSLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDOLSLRP25:}{res:r(pDOLSLRP25)}{p_end}

Simulations ({res}1000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

                         r(AHLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.546396       1.233723
{txt} 5%    {res} 1.739399        1.29375
{txt}10%    {res} 1.893687       1.399421       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.112177       1.446756       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.443373                      {txt}Mean          {res} 2.567726
                        {txt}Largest       Std. Dev.     {res} .6877101
{txt}75%    {res} 2.862214       5.617188
{txt}90%    {res} 3.389999        6.41967       {txt}Variance      {res} .4729452
{txt}95%    {res} 3.760399       6.712868       {txt}Skewness      {res} 2.261696
{txt}99%    {res} 4.849345       9.559587       {txt}Kurtosis      {res} 16.37084
{txt}(67 real changes made)

                          r(AHLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.520435       1.239104
{txt} 5%    {res} 1.734019       1.401116
{txt}10%    {res} 1.813089       1.410904       {txt}Obs         {res}      1,000
{txt}25%    {res} 1.982719       1.432149       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.157133                      {txt}Mean          {res} 2.197427
                        {txt}Largest       Std. Dev.     {res}  .359244
{txt}75%    {res} 2.348865       4.046948
{txt}90%    {res}  2.62277       4.127412       {txt}Variance      {res} .1290563
{txt}95%    {res} 2.793161       4.346227       {txt}Skewness      {res} 2.234621
{txt}99%    {res} 3.209807        6.05569       {txt}Kurtosis      {res} 19.19179
{txt}(67 real changes made)
(262 real changes made)

                        r(DGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.319765       2.266141
{txt} 5%    {res} 2.365534       2.283087
{txt}10%    {res} 2.390525        2.28382       {txt}Obs         {res}      1,000
{txt}25%    {res}  2.42974       2.283978       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.470124                      {txt}Mean          {res} 2.468973
                        {txt}Largest       Std. Dev.     {res} .0611026
{txt}75%    {res} 2.509587       2.646678
{txt}90%    {res} 2.544272        2.65079       {txt}Variance      {res} .0037335
{txt}95%    {res} 2.568647       2.682274       {txt}Skewness      {res}-.0149935
{txt}99%    {res} 2.619281       2.685733       {txt}Kurtosis      {res} 3.338221
{txt}(262 real changes made)
(105 real changes made)

                         r(DGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.321116       2.197527
{txt} 5%    {res} 2.413995       2.256492
{txt}10%    {res} 2.467847       2.277867       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.547571       2.291593       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.638419                      {txt}Mean          {res} 2.644293
                        {txt}Largest       Std. Dev.     {res} .1404308
{txt}75%    {res}  2.73815       3.084583
{txt}90%    {res} 2.824843       3.084906       {txt}Variance      {res} .0197208
{txt}95%    {res} 2.878635       3.109369       {txt}Skewness      {res} .1317418
{txt}99%    {res} 2.985824       3.135782       {txt}Kurtosis      {res}   3.0819
{txt}(105 real changes made)
(127 real changes made)

                        r(SGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.343684       2.295984
{txt} 5%    {res} 2.398122       2.300923
{txt}10%    {res} 2.420477       2.308917       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.454924       2.315641       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  2.49728                      {txt}Mean          {res} 2.497966
                        {txt}Largest       Std. Dev.     {res} .0635674
{txt}75%    {res} 2.539248       2.678294
{txt}90%    {res} 2.578333       2.679859       {txt}Variance      {res} .0040408
{txt}95%    {res} 2.602476       2.701873       {txt}Skewness      {res} .0786971
{txt}99%    {res} 2.654298          2.735       {txt}Kurtosis      {res} 3.295109
{txt}(127 real changes made)
(96 real changes made)

                         r(SGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.484256       2.383396
{txt} 5%    {res} 2.574895        2.40595
{txt}10%    {res} 2.613374       2.414212       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.688987       2.417997       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.773178                      {txt}Mean          {res} 2.783404
                        {txt}Largest       Std. Dev.     {res} .1340998
{txt}75%    {res} 2.877938       3.124858
{txt}90%    {res} 2.963874       3.138086       {txt}Variance      {res} .0179828
{txt}95%    {res} 3.015532       3.188442       {txt}Skewness      {res} .1339239
{txt}99%    {res} 3.091755       3.237128       {txt}Kurtosis      {res} 2.821443
{txt}(96 real changes made)
(851 real changes made)

                         r(MG1LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.252668       2.171672
{txt} 5%    {res} 2.304709       2.200383
{txt}10%    {res} 2.327523       2.222003       {txt}Obs         {res}      1,000
{txt}25%    {res}   2.3682        2.22697       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  2.40994                      {txt}Mean          {res} 2.408671
                        {txt}Largest       Std. Dev.     {res}  .063375
{txt}75%    {res} 2.449356       2.568337
{txt}90%    {res} 2.491121       2.569448       {txt}Variance      {res} .0040164
{txt}95%    {res} 2.515375       2.578472       {txt}Skewness      {res} -.084914
{txt}99%    {res} 2.556172       2.588767       {txt}Kurtosis      {res} 3.176147
{txt}(851 real changes made)
(286 real changes made)

                         r(MG1LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.338218      -.3641595
{txt} 5%    {res} 2.431736        2.04476
{txt}10%    {res} 2.475398       2.200446       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.537006       2.229154       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.608992                      {txt}Mean          {res} 2.612014
                        {txt}Largest       Std. Dev.     {res} .1527155
{txt}75%    {res} 2.688859       3.107928
{txt}90%    {res} 2.761298       3.160341       {txt}Variance      {res}  .023322
{txt}95%    {res} 2.813405       3.187831       {txt}Skewness      {res}-7.162786
{txt}99%    {res} 2.912633        3.34127       {txt}Kurtosis      {res} 146.7331
{txt}(286 real changes made)
(146 real changes made)

                        r(CCEMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.101171       2.007649
{txt} 5%    {res} 2.155418       2.043654
{txt}10%    {res} 2.193342       2.055424       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.252101       2.061294       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.307153                      {txt}Mean          {res} 2.307488
                        {txt}Largest       Std. Dev.     {res} .0876211
{txt}75%    {res} 2.366944       2.563423
{txt}90%    {res} 2.417274        2.57522       {txt}Variance      {res} .0076775
{txt}95%    {res}  2.44788        2.57561       {txt}Skewness      {res} -.121863
{txt}99%    {res} 2.499375       2.596719       {txt}Kurtosis      {res} 3.113105
{txt}(146 real changes made)
(658 real changes made)

                        r(CCEMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-1.273778      -49.04528
{txt} 5%    {res} 1.711215      -31.45934
{txt}10%    {res}  2.00289      -14.57463       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.348017      -6.802447       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.624543                      {txt}Mean          {res} 24.45237
                        {txt}Largest       Std. Dev.     {res} 688.5783
{txt}75%    {res} 2.953382       22.26978
{txt}90%    {res} 3.563129         27.656       {txt}Variance      {res}   474140
{txt}95%    {res} 4.289736        27.7447       {txt}Skewness      {res} 31.57462
{txt}99%    {res} 7.209706       21777.27       {txt}Kurtosis      {res} 997.9716
{txt}(658 real changes made)
(34 real changes made)

                         r(AMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  2.16799       2.091075
{txt} 5%    {res} 2.221098        2.09672
{txt}10%    {res} 2.250474       2.107887       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.299584       2.123153       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.352687                      {txt}Mean          {res} 2.349832
                        {txt}Largest       Std. Dev.     {res}  .076017
{txt}75%    {res} 2.403445       2.551766
{txt}90%    {res} 2.441958       2.553381       {txt}Variance      {res} .0057786
{txt}95%    {res}  2.46875       2.563021       {txt}Skewness      {res}-.1288879
{txt}99%    {res} 2.531442       2.583123       {txt}Kurtosis      {res} 3.141806
{txt}(34 real changes made)
(555 real changes made)

                         r(AMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.944862      -2.393571
{txt} 5%    {res} 2.256503       .7266628
{txt}10%    {res} 2.370637        1.40255       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.485039       1.428554       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.616506                      {txt}Mean          {res} 2.625477
                        {txt}Largest       Std. Dev.     {res} .3813975
{txt}75%    {res} 2.750027       3.729436
{txt}90%    {res} 2.883239       3.763195       {txt}Variance      {res} .1454641
{txt}95%    {res} 2.990675       4.585261       {txt}Skewness      {res} 5.089784
{txt}99%    {res}  3.41159       10.01465       {txt}Kurtosis      {res} 173.6455
{txt}(555 real changes made)
(73 real changes made)

                         r(DFELRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.367889       2.321885
{txt} 5%    {res} 2.397397       2.327912
{txt}10%    {res} 2.415342       2.337425       {txt}Obs         {res}      1,000
{txt}25%    {res}   2.4447       2.347422       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.475447                      {txt}Mean          {res} 2.474903
                        {txt}Largest       Std. Dev.     {res} .0467222
{txt}75%    {res} 2.504125       2.609624
{txt}90%    {res} 2.532954       2.611194       {txt}Variance      {res}  .002183
{txt}95%    {res}  2.54961       2.621126       {txt}Skewness      {res} .0304508
{txt}99%    {res} 2.588882       2.622533       {txt}Kurtosis      {res} 3.215194
{txt}(73 real changes made)
(103 real changes made)

                         r(DFELRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.521364        2.47328
{txt} 5%    {res} 2.569025       2.484234
{txt}10%    {res}  2.59022       2.487307       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.632567       2.501351       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.680198                      {txt}Mean          {res} 2.682198
                        {txt}Largest       Std. Dev.     {res} .0722282
{txt}75%    {res}  2.72709       2.899219
{txt}90%    {res} 2.777431       2.912645       {txt}Variance      {res} .0052169
{txt}95%    {res} 2.803065       2.923128       {txt}Skewness      {res} .1864801
{txt}99%    {res} 2.855311       2.932671       {txt}Kurtosis      {res} 3.071866
{txt}(103 real changes made)
(643 real changes made)

                         r(MG2LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.303306       2.257631
{txt} 5%    {res} 2.359296       2.264736
{txt}10%    {res} 2.377792       2.274865       {txt}Obs         {res}      1,000
{txt}25%    {res}  2.42217       2.282085       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.462649                      {txt}Mean          {res} 2.462921
                        {txt}Largest       Std. Dev.     {res} .0655397
{txt}75%    {res} 2.502042       2.662681
{txt}90%    {res} 2.546251       2.673355       {txt}Variance      {res} .0042955
{txt}95%    {res} 2.573349       2.747874       {txt}Skewness      {res}  .179466
{txt}99%    {res} 2.624669       2.761475       {txt}Kurtosis      {res} 3.819348
{txt}(643 real changes made)
(111 real changes made)

                         r(MG2LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-10.00258      -249.1181
{txt} 5%    {res} 1.090632      -113.8512
{txt}10%    {res} 2.163984      -72.80988       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.690345      -59.92908       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.930908                      {txt}Mean          {res} 2.385243
                        {txt}Largest       Std. Dev.     {res} 10.06287
{txt}75%    {res} 3.190659        18.3555
{txt}90%    {res} 3.706614        24.8583       {txt}Variance      {res} 101.2613
{txt}95%    {res}  4.25915       31.89424       {txt}Skewness      {res}-17.86866
{txt}99%    {res}   9.4065       65.02599       {txt}Kurtosis      {res} 416.6268
{txt}(111 real changes made)
(354 real changes made)

                        r(DOLSLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.100437       2.012998
{txt} 5%    {res} 2.176184       2.048429
{txt}10%    {res} 2.222896        2.05477       {txt}Obs         {res}      1,000
{txt}25%    {res}  2.28841       2.059988       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.358853                      {txt}Mean          {res} 2.360475
                        {txt}Largest       Std. Dev.     {res} .1081826
{txt}75%    {res} 2.434204       2.662881
{txt}90%    {res} 2.502465       2.669497       {txt}Variance      {res} .0117035
{txt}95%    {res} 2.537265       2.672769       {txt}Skewness      {res} .0050699
{txt}99%    {res} 2.616565       2.694597       {txt}Kurtosis      {res} 2.974055
{txt}(354 real changes made)
(737 real changes made)
{p2colset 8 18 22 2}{...}

{p2col :command:}TABLE8prog, betay(0.60) truLRP(2.5) beta0(0) betax(1) rhox(1) numN(50) numT(40){p_end}
{p2colset 8 18 22 2}{...}
{p2col :AHLRP25:}{res:r(AHLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAHLRP25:}{res:r(pAHLRP25)}{p_end}
{p2colset 9 18 22 2}{...}
{p2col :AHLRP5:}{res:r(AHLRP5)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :pAHLRP5:}{res:r(pAHLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DGMMLRP25:}{res:r(DGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDGMMLRP25:}{res:r(pDGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DGMMLRP5:}{res:r(DGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDGMMLRP5:}{res:r(pDGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :SGMMLRP25:}{res:r(SGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pSGMMLRP25:}{res:r(pSGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :SGMMLRP5:}{res:r(SGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pSGMMLRP5:}{res:r(pSGMMLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG1LRP25:}{res:r(MG1LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG1LRP25:}{res:r(pMG1LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG1LRP5:}{res:r(MG1LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG1LRP5:}{res:r(pMG1LRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :CCEMGLRP25:}{res:r(CCEMGLRP25)}{p_end}
{p2colset 4 18 22 2}{...}
{p2col :pCCEMGLRP25:}{res:r(pCCEMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :CCEMGLRP5:}{res:r(CCEMGLRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pCCEMGLRP5:}{res:r(pCCEMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :AMGLRP25:}{res:r(AMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pAMGLRP25:}{res:r(pAMGLRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :AMGLRP5:}{res:r(AMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAMGLRP5:}{res:r(pAMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DFELRP25:}{res:r(DFELRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDFELRP25:}{res:r(pDFELRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :DFELRP5:}{res:r(DFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pDFELRP5:}{res:r(pDFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG2LRP25:}{res:r(MG2LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG2LRP25:}{res:r(pMG2LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG2LRP5:}{res:r(MG2LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG2LRP5:}{res:r(pMG2LRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DOLSLRP25:}{res:r(DOLSLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDOLSLRP25:}{res:r(pDOLSLRP25)}{p_end}

Simulations ({res}1000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

                         r(AHLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.666629       1.539775
{txt} 5%    {res} 1.904586       1.567035
{txt}10%    {res} 1.999336       1.618255       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.208905        1.62446       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.458592                      {txt}Mean          {res}  2.52026
                        {txt}Largest       Std. Dev.     {res} .4610279
{txt}75%    {res} 2.756649       4.412613
{txt}90%    {res} 3.085266       4.439788       {txt}Variance      {res} .2125468
{txt}95%    {res}  3.35178       4.540009       {txt}Skewness      {res} 1.128392
{txt}99%    {res} 3.973729       5.434817       {txt}Kurtosis      {res}  5.97023
{txt}(40 real changes made)

                          r(AHLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.708185       1.552886
{txt} 5%    {res} 1.896795       1.552986
{txt}10%    {res} 1.963191       1.557971       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.086988       1.590248       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.210907                      {txt}Mean          {res} 2.203993
                        {txt}Largest       Std. Dev.     {res}   .18932
{txt}75%    {res} 2.322902       2.757318
{txt}90%    {res} 2.434404       2.807019       {txt}Variance      {res} .0358421
{txt}95%    {res} 2.504794       2.824789       {txt}Skewness      {res}-.1788232
{txt}99%    {res} 2.638636       2.832059       {txt}Kurtosis      {res} 3.456888
{txt}(40 real changes made)
(382 real changes made)

                        r(DGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.332137       2.282663
{txt} 5%    {res}  2.37846       2.293614
{txt}10%    {res} 2.399822       2.303287       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.435323       2.311581       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.471806                      {txt}Mean          {res} 2.473181
                        {txt}Largest       Std. Dev.     {res} .0583187
{txt}75%    {res} 2.510885       2.643512
{txt}90%    {res} 2.547887       2.654432       {txt}Variance      {res} .0034011
{txt}95%    {res} 2.571761       2.661926       {txt}Skewness      {res} .0657167
{txt}99%    {res} 2.615646       2.672816       {txt}Kurtosis      {res} 3.289294
{txt}(382 real changes made)
(99 real changes made)

                         r(DGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.129213       1.889657
{txt} 5%    {res} 2.204811       2.071851
{txt}10%    {res} 2.246805       2.097904       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.320093       2.100124       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.389914                      {txt}Mean          {res} 2.390861
                        {txt}Largest       Std. Dev.     {res} .1133153
{txt}75%    {res} 2.461834       2.717826
{txt}90%    {res} 2.538728       2.785928       {txt}Variance      {res} .0128404
{txt}95%    {res} 2.581271        2.84778       {txt}Skewness      {res} .1141362
{txt}99%    {res} 2.671668       2.850878       {txt}Kurtosis      {res} 3.697595
{txt}(99 real changes made)
(195 real changes made)

                        r(SGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.373079       2.327481
{txt} 5%    {res} 2.402507       2.331825
{txt}10%    {res}  2.42601       2.332678       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.460707       2.346459       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.498591                      {txt}Mean          {res} 2.497965
                        {txt}Largest       Std. Dev.     {res} .0571034
{txt}75%    {res} 2.535391       2.650619
{txt}90%    {res} 2.568737       2.651004       {txt}Variance      {res} .0032608
{txt}95%    {res} 2.596394       2.652776       {txt}Skewness      {res} .0526646
{txt}99%    {res} 2.639377       2.655167       {txt}Kurtosis      {res} 2.941501
{txt}(195 real changes made)
(181 real changes made)

                         r(SGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.396142       2.365479
{txt} 5%    {res}  2.44523       2.368819
{txt}10%    {res} 2.477119       2.372247       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.534692       2.378944       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.583624                      {txt}Mean          {res} 2.588007
                        {txt}Largest       Std. Dev.     {res} .0843663
{txt}75%    {res}  2.64592       2.830467
{txt}90%    {res} 2.694662          2.832       {txt}Variance      {res} .0071177
{txt}95%    {res} 2.735121       2.851149       {txt}Skewness      {res} .0756401
{txt}99%    {res}  2.78331       2.865612       {txt}Kurtosis      {res} 2.980244
{txt}(181 real changes made)
(560 real changes made)

                         r(MG1LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.283053       2.206132
{txt} 5%    {res}   2.3315       2.239331
{txt}10%    {res} 2.352839       2.251188       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.386216       2.266154       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  2.42469                      {txt}Mean          {res} 2.424727
                        {txt}Largest       Std. Dev.     {res} .0574001
{txt}75%    {res} 2.464532       2.571857
{txt}90%    {res}  2.49611       2.579404       {txt}Variance      {res} .0032948
{txt}95%    {res} 2.520361       2.583698       {txt}Skewness      {res}-.0782514
{txt}99%    {res} 2.558943       2.595699       {txt}Kurtosis      {res} 3.045235
{txt}(560 real changes made)
(258 real changes made)

                         r(MG1LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}  2.34936       2.009121
{txt} 5%    {res} 2.419599       2.128103
{txt}10%    {res}  2.45466       2.167287       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.512607       2.245476       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.581933                      {txt}Mean          {res} 2.582844
                        {txt}Largest       Std. Dev.     {res} .1067837
{txt}75%    {res} 2.648277       2.994248
{txt}90%    {res} 2.709788       3.003422       {txt}Variance      {res} .0114027
{txt}95%    {res} 2.750115       3.030536       {txt}Skewness      {res} .0761939
{txt}99%    {res} 2.851203        3.11304       {txt}Kurtosis      {res} 5.148931
{txt}(258 real changes made)
(131 real changes made)

                        r(CCEMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.113409       2.018463
{txt} 5%    {res} 2.173498       2.028215
{txt}10%    {res} 2.210204       2.075521       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.270256       2.078384       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.327507                      {txt}Mean          {res} 2.327158
                        {txt}Largest       Std. Dev.     {res} .0876125
{txt}75%    {res} 2.387537        2.54783
{txt}90%    {res} 2.437176       2.548864       {txt}Variance      {res} .0076759
{txt}95%    {res} 2.466737       2.550205       {txt}Skewness      {res}-.1941393
{txt}99%    {res}  2.51912       2.560997       {txt}Kurtosis      {res} 2.912746
{txt}(131 real changes made)
(604 real changes made)

                        r(CCEMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} -.026046      -73.27256
{txt} 5%    {res}  1.89165      -16.84489
{txt}10%    {res} 2.111709      -9.740591       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.365497       -7.51091       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.607975                      {txt}Mean          {res}  2.62487
                        {txt}Largest       Std. Dev.     {res} 2.852762
{txt}75%    {res} 2.886037       10.56383
{txt}90%    {res} 3.272668       14.01846       {txt}Variance      {res} 8.138252
{txt}95%    {res} 3.868697       17.06139       {txt}Skewness      {res}-18.35984
{txt}99%    {res} 7.546968       27.43688       {txt}Kurtosis      {res} 511.6535
{txt}(604 real changes made)
(44 real changes made)

                         r(AMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.200565       2.050754
{txt} 5%    {res} 2.243044       2.138538
{txt}10%    {res}  2.27559       2.160649       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.322299        2.17296       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.374016                      {txt}Mean          {res} 2.369512
                        {txt}Largest       Std. Dev.     {res} .0717652
{txt}75%    {res} 2.420812       2.549221
{txt}90%    {res} 2.458237        2.54938       {txt}Variance      {res} .0051502
{txt}95%    {res} 2.484915       2.563722       {txt}Skewness      {res}-.2303345
{txt}99%    {res} 2.522653       2.581587       {txt}Kurtosis      {res} 3.156674
{txt}(44 real changes made)
(498 real changes made)

                         r(AMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.928026      -6.081454
{txt} 5%    {res} 2.268003      -.7182079
{txt}10%    {res} 2.345692       1.136087       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.466166       1.265335       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.572143                      {txt}Mean          {res} 2.585907
                        {txt}Largest       Std. Dev.     {res} .4471972
{txt}75%    {res} 2.695347        5.89884
{txt}90%    {res} 2.840402       5.949715       {txt}Variance      {res} .1999853
{txt}95%    {res} 2.941034       6.910383       {txt}Skewness      {res}-4.872377
{txt}99%    {res} 3.391202       7.181958       {txt}Kurtosis      {res} 171.1298
{txt}(498 real changes made)
(65 real changes made)

                         r(DFELRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  2.39916        2.36573
{txt} 5%    {res} 2.421634       2.369119
{txt}10%    {res} 2.433299       2.378399       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.456302       2.381994       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  2.47925                      {txt}Mean          {res} 2.481361
                        {txt}Largest       Std. Dev.     {res} .0379109
{txt}75%    {res} 2.505561       2.590621
{txt}90%    {res} 2.531647       2.597143       {txt}Variance      {res} .0014372
{txt}95%    {res}  2.54552       2.613501       {txt}Skewness      {res} .1944352
{txt}99%    {res} 2.573179       2.641053       {txt}Kurtosis      {res} 3.166418
{txt}(65 real changes made)
(85 real changes made)

                         r(DFELRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.487538       2.439731
{txt} 5%    {res} 2.525172       2.450404
{txt}10%    {res} 2.542149        2.45905       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.574324       2.461386       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.612045                      {txt}Mean          {res} 2.612789
                        {txt}Largest       Std. Dev.     {res} .0558431
{txt}75%    {res} 2.650738       2.787225
{txt}90%    {res} 2.682762       2.791214       {txt}Variance      {res} .0031185
{txt}95%    {res} 2.703364       2.793933       {txt}Skewness      {res}  .145567
{txt}99%    {res} 2.749632       2.808443       {txt}Kurtosis      {res} 3.129761
{txt}(85 real changes made)
(471 real changes made)

                         r(MG2LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.342236       2.282257
{txt} 5%    {res} 2.375262        2.28402
{txt}10%    {res} 2.396562        2.30564       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.427116       2.311945       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.465873                      {txt}Mean          {res} 2.468339
                        {txt}Largest       Std. Dev.     {res} .0581025
{txt}75%    {res}  2.50631       2.634281
{txt}90%    {res} 2.541712       2.639128       {txt}Variance      {res} .0033759
{txt}95%    {res} 2.566762       2.643618       {txt}Skewness      {res} .1490855
{txt}99%    {res} 2.606637       2.685759       {txt}Kurtosis      {res} 3.103409
{txt}(471 real changes made)
(96 real changes made)

                         r(MG2LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-1.769072      -81.60692
{txt} 5%    {res} 2.104951      -72.76469
{txt}10%    {res} 2.417403      -46.02581       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.661817      -19.21407       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.843667                      {txt}Mean          {res} 2.894792
                        {txt}Largest       Std. Dev.     {res} 5.065843
{txt}75%    {res} 3.098445       16.69765
{txt}90%    {res} 3.578084        46.3631       {txt}Variance      {res} 25.66276
{txt}95%    {res} 4.328079        46.3795       {txt}Skewness      {res}-5.380447
{txt}99%    {res} 8.935837       69.33413       {txt}Kurtosis      {res} 177.2272
{txt}(96 real changes made)
(329 real changes made)

                        r(DOLSLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.248647       2.203396
{txt} 5%    {res} 2.295314        2.21878
{txt}10%    {res} 2.321395        2.22279       {txt}Obs         {res}      1,000
{txt}25%    {res} 2.363556        2.22378       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 2.411772                      {txt}Mean          {res} 2.409292
                        {txt}Largest       Std. Dev.     {res} .0678528
{txt}75%    {res} 2.456155       2.563499
{txt}90%    {res} 2.496696       2.582543       {txt}Variance      {res}  .004604
{txt}95%    {res} 2.523251       2.601655       {txt}Skewness      {res}-.0647296
{txt}99%    {res} 2.557952       2.616023       {txt}Kurtosis      {res} 2.853311
{txt}(329 real changes made)
(568 real changes made)
{p2colset 8 18 22 2}{...}

{p2col :command:}TABLE8prog, betay(0.90) truLRP(10) beta0(0) betax(1) rhox(0) numN(50) numT(40){p_end}
{p2colset 8 18 22 2}{...}
{p2col :AHLRP25:}{res:r(AHLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAHLRP25:}{res:r(pAHLRP25)}{p_end}
{p2colset 9 18 22 2}{...}
{p2col :AHLRP5:}{res:r(AHLRP5)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :pAHLRP5:}{res:r(pAHLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DGMMLRP25:}{res:r(DGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDGMMLRP25:}{res:r(pDGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DGMMLRP5:}{res:r(DGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDGMMLRP5:}{res:r(pDGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :SGMMLRP25:}{res:r(SGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pSGMMLRP25:}{res:r(pSGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :SGMMLRP5:}{res:r(SGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pSGMMLRP5:}{res:r(pSGMMLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG1LRP25:}{res:r(MG1LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG1LRP25:}{res:r(pMG1LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG1LRP5:}{res:r(MG1LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG1LRP5:}{res:r(pMG1LRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :CCEMGLRP25:}{res:r(CCEMGLRP25)}{p_end}
{p2colset 4 18 22 2}{...}
{p2col :pCCEMGLRP25:}{res:r(pCCEMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :CCEMGLRP5:}{res:r(CCEMGLRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pCCEMGLRP5:}{res:r(pCCEMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :AMGLRP25:}{res:r(AMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pAMGLRP25:}{res:r(pAMGLRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :AMGLRP5:}{res:r(AMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAMGLRP5:}{res:r(pAMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DFELRP25:}{res:r(DFELRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDFELRP25:}{res:r(pDFELRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :DFELRP5:}{res:r(DFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pDFELRP5:}{res:r(pDFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG2LRP25:}{res:r(MG2LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG2LRP25:}{res:r(pMG2LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG2LRP5:}{res:r(MG2LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG2LRP5:}{res:r(pMG2LRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DOLSLRP25:}{res:r(DOLSLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDOLSLRP25:}{res:r(pDOLSLRP25)}{p_end}

Simulations ({res}1000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

                         r(AHLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}-81.07668      -13442.39
{txt} 5%    {res}-14.66737      -1916.191
{txt}10%    {res}-8.242802      -278.4614       {txt}Obs         {res}      1,000
{txt}25%    {res}  .206412       -243.393       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 1.776764                      {txt}Mean          {res}-10.20326
                        {txt}Largest       Std. Dev.     {res} 440.2843
{txt}75%    {res} 3.956582       228.5207
{txt}90%    {res} 8.540765       286.0889       {txt}Variance      {res} 193850.2
{txt}95%    {res} 17.98534       1099.925       {txt}Skewness      {res}-28.25476
{txt}99%    {res} 71.96143       2753.852       {txt}Kurtosis      {res} 869.9574
{txt}(484 real changes made)

                          r(AHLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-3.126499      -3026.392
{txt} 5%    {res}-.7676357      -15.10568
{txt}10%    {res}-.5786819      -11.93833       {txt}Obs         {res}      1,000
{txt}25%    {res}-.2166026      -10.18327       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} .1737484                      {txt}Mean          {res}-2.496681
                        {txt}Largest       Std. Dev.     {res} 96.02667
{txt}75%    {res} .6815492       6.156653
{txt}90%    {res} 1.434118        7.59542       {txt}Variance      {res} 9221.121
{txt}95%    {res} 2.077274       8.431701       {txt}Skewness      {res}-31.25745
{txt}99%    {res} 4.312296       239.3524       {txt}Kurtosis      {res}   985.34
{txt}(484 real changes made)
(963 real changes made)

                        r(DGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 4.726395       4.375698
{txt} 5%    {res}  5.26673       4.502985
{txt}10%    {res} 5.559223       4.545221       {txt}Obs         {res}      1,000
{txt}25%    {res} 6.060753       4.562768       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 6.627388                      {txt}Mean          {res} 6.683857
                        {txt}Largest       Std. Dev.     {res} .9002272
{txt}75%    {res} 7.261541       9.411416
{txt}90%    {res} 7.840766       9.435296       {txt}Variance      {res}  .810409
{txt}95%    {res} 8.244872       9.714706       {txt}Skewness      {res} .3058074
{txt}99%    {res} 9.143746       9.717299       {txt}Kurtosis      {res} 3.060025
{txt}(963 real changes made)
(920 real changes made)

                         r(DGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.673838       1.143046
{txt} 5%    {res}  2.35806       1.268905
{txt}10%    {res} 2.640615       1.304535       {txt}Obs         {res}      1,000
{txt}25%    {res} 3.215936       1.427359       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 4.095007                      {txt}Mean          {res} 4.310817
                        {txt}Largest       Std. Dev.     {res} 1.614468
{txt}75%    {res} 5.059551        13.6607
{txt}90%    {res} 6.185133       14.13935       {txt}Variance      {res} 2.606506
{txt}95%    {res} 6.902917       16.75817       {txt}Skewness      {res} 2.055908
{txt}99%    {res} 9.113611       17.57524       {txt}Kurtosis      {res} 13.67322
{txt}(920 real changes made)
(908 real changes made)

                        r(SGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.231425       7.332532
{txt} 5%    {res} 9.222177       7.460216
{txt}10%    {res} 9.710614       7.472049       {txt}Obs         {res}      1,000
{txt}25%    {res} 10.83858       7.686015       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 12.42377                      {txt}Mean          {res} 12.73552
                        {txt}Largest       Std. Dev.     {res} 2.658216
{txt}75%    {res} 14.18552       23.87875
{txt}90%    {res} 16.20644       23.95002       {txt}Variance      {res} 7.066114
{txt}95%    {res} 17.35021       26.85354       {txt}Skewness      {res} 1.168548
{txt}99%    {res} 20.62033       30.71751       {txt}Kurtosis      {res} 6.395632
{txt}(908 real changes made)
(222 real changes made)

                         r(SGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-4430.835      -53688.84
{txt} 5%    {res}-639.6225      -52264.93
{txt}10%    {res}-342.8038      -32550.05       {txt}Obs         {res}      1,000
{txt}25%    {res}-148.3457      -9155.855       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}-82.12821                      {txt}Mean          {res}-187.4546
                        {txt}Largest       Std. Dev.     {res} 2832.179
{txt}75%    {res} -35.7266       6362.934
{txt}90%    {res} 260.4458       6852.168       {txt}Variance      {res}  8021237
{txt}95%    {res} 576.2227       8425.432       {txt}Skewness      {res}-13.80569
{txt}99%    {res} 2852.083       24747.29       {txt}Kurtosis      {res} 265.6727
{txt}(222 real changes made)
(93 real changes made)

                         r(MG1LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 4.328836       3.694261
{txt} 5%    {res} 4.596254       4.023082
{txt}10%    {res} 4.752311       4.098191       {txt}Obs         {res}      1,000
{txt}25%    {res} 5.060371       4.126002       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 5.396471                      {txt}Mean          {res} 5.441919
                        {txt}Largest       Std. Dev.     {res} .5582357
{txt}75%    {res} 5.785242       7.209631
{txt}90%    {res} 6.196572       7.242122       {txt}Variance      {res} .3116271
{txt}95%    {res} 6.403973       7.318027       {txt}Skewness      {res} .4456281
{txt}99%    {res} 6.863431       8.079971       {txt}Kurtosis      {res} 3.476715
{txt}(93 real changes made)
(1,000 real changes made)

                         r(MG1LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 5.993235      -321.5215
{txt} 5%    {res} 7.980025      -224.3521
{txt}10%    {res} 9.048516      -170.7595       {txt}Obs         {res}      1,000
{txt}25%    {res} 10.87043      -85.09904       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 13.33318                      {txt}Mean          {res} 17.68537
                        {txt}Largest       Std. Dev.     {res} 78.62958
{txt}75%    {res} 17.15444       264.3159
{txt}90%    {res}  22.7557       343.8647       {txt}Variance      {res} 6182.611
{txt}95%    {res} 27.42224       391.6059       {txt}Skewness      {res} 27.26777
{txt}99%    {res} 55.97852       2380.635       {txt}Kurtosis      {res} 818.6094
{txt}(1,000 real changes made)
(9 real changes made)

                        r(CCEMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 3.363625       2.993529
{txt} 5%    {res} 3.688447       3.033381
{txt}10%    {res} 3.861202       3.210488       {txt}Obs         {res}      1,000
{txt}25%    {res} 4.165027       3.245303       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 4.582727                      {txt}Mean          {res} 4.639404
                        {txt}Largest       Std. Dev.     {res} .6566381
{txt}75%    {res}  5.07369       6.633095
{txt}90%    {res} 5.520341       6.798054       {txt}Variance      {res} .4311735
{txt}95%    {res} 5.808342       6.848699       {txt}Skewness      {res} .5276164
{txt}99%    {res} 6.447958         7.6298       {txt}Kurtosis      {res} 3.377246
{txt}(9 real changes made)
(1,000 real changes made)

                        r(CCEMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-408.3702      -6323.494
{txt} 5%    {res}-62.48105      -4467.972
{txt}10%    {res}-20.06561      -1644.149       {txt}Obs         {res}      1,000
{txt}25%    {res} 3.054625      -1609.788       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 8.524598                      {txt}Mean          {res}  4.57067
                        {txt}Largest       Std. Dev.     {res} 350.2645
{txt}75%    {res} 15.65066       1557.504
{txt}90%    {res} 32.91308        2874.65       {txt}Variance      {res} 122685.2
{txt}95%    {res} 67.41554       3482.336       {txt}Skewness      {res}-4.629607
{txt}99%    {res}  516.074       4509.792       {txt}Kurtosis      {res} 177.5523
{txt}(1,000 real changes made)
(121 real changes made)

                         r(AMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 3.488519       2.976069
{txt} 5%    {res} 3.806129       3.097599
{txt}10%    {res} 3.940485       3.342484       {txt}Obs         {res}      1,000
{txt}25%    {res} 4.259267       3.358309       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 4.648523                      {txt}Mean          {res} 4.696419
                        {txt}Largest       Std. Dev.     {res} .6080536
{txt}75%    {res} 5.092229       6.510573
{txt}90%    {res} 5.511501       6.526857       {txt}Variance      {res} .3697292
{txt}95%    {res} 5.801678       6.887647       {txt}Skewness      {res}  .429007
{txt}99%    {res} 6.267662       7.177374       {txt}Kurtosis      {res} 3.164874
{txt}(121 real changes made)
(1,000 real changes made)

                         r(AMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-97.38006      -333.2752
{txt} 5%    {res}-9.132984      -313.5295
{txt}10%    {res} 5.589387      -311.7827       {txt}Obs         {res}      1,000
{txt}25%    {res} 8.739736      -282.3454       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 12.23486                      {txt}Mean          {res}  17.7459
                        {txt}Largest       Std. Dev.     {res} 58.78758
{txt}75%    {res} 19.27544       532.0046
{txt}90%    {res} 32.35502       588.6451       {txt}Variance      {res}  3455.98
{txt}95%    {res} 50.32299       627.3321       {txt}Skewness      {res}  6.85962
{txt}99%    {res} 204.7583       921.8763       {txt}Kurtosis      {res} 94.91339
{txt}(1,000 real changes made)
(42 real changes made)

                         r(DFELRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 5.446033       4.703222
{txt} 5%    {res} 5.823025       4.899055
{txt}10%    {res} 6.012063       5.113724       {txt}Obs         {res}      1,000
{txt}25%    {res} 6.337141       5.205226       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 6.837055                      {txt}Mean          {res} 6.837652
                        {txt}Largest       Std. Dev.     {res} .6701416
{txt}75%    {res} 7.248176        8.72891
{txt}90%    {res} 7.698947       8.767965       {txt}Variance      {res} .4490898
{txt}95%    {res} 8.027513       8.772513       {txt}Skewness      {res}  .241681
{txt}99%    {res} 8.483274       8.851525       {txt}Kurtosis      {res} 2.944978
{txt}(42 real changes made)
(981 real changes made)

                         r(DFELRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.885092       2.239378
{txt} 5%    {res} 3.327627       2.371819
{txt}10%    {res} 3.584916       2.579634       {txt}Obs         {res}      1,000
{txt}25%    {res} 4.114481       2.588278       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 4.707667                      {txt}Mean          {res} 4.794977
                        {txt}Largest       Std. Dev.     {res}  .995169
{txt}75%    {res} 5.372473       8.417721
{txt}90%    {res} 6.118883       8.545183       {txt}Variance      {res} .9903613
{txt}95%    {res} 6.552028       8.567555       {txt}Skewness      {res} .5943373
{txt}99%    {res} 7.752929       8.880725       {txt}Kurtosis      {res} 3.696233
{txt}(981 real changes made)
(984 real changes made)

                         r(MG2LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}-62.65962      -155.6698
{txt} 5%    {res}-5.969484      -134.3443
{txt}10%    {res}  1.93613      -112.0796       {txt}Obs         {res}      1,000
{txt}25%    {res} 5.997025      -109.3346       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 7.741382                      {txt}Mean          {res} 17.84763
                        {txt}Largest       Std. Dev.     {res} 190.0163
{txt}75%    {res} 9.869788       754.0731
{txt}90%    {res} 14.41289       910.0121       {txt}Variance      {res} 36106.19
{txt}95%    {res} 23.78454       3899.796       {txt}Skewness      {res} 20.90612
{txt}99%    {res} 95.26989       4390.119       {txt}Kurtosis      {res} 456.1593
{txt}(984 real changes made)
(260 real changes made)

                         r(MG2LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-169.5345      -1581.419
{txt} 5%    {res}-31.16452      -584.9427
{txt}10%    {res}-11.82164      -558.5552       {txt}Obs         {res}      1,000
{txt}25%    {res}-1.724192      -423.7137       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 3.453582                      {txt}Mean          {res} 1.869802
                        {txt}Largest       Std. Dev.     {res} 90.94258
{txt}75%    {res} 8.317043       270.3186
{txt}90%    {res}  16.8109       372.3598       {txt}Variance      {res} 8270.553
{txt}95%    {res} 31.83286       448.2447       {txt}Skewness      {res} 2.412839
{txt}99%    {res} 139.1278       1837.239       {txt}Kurtosis      {res}  263.763
{txt}(260 real changes made)
(330 real changes made)

                        r(DOLSLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}-.5490779      -1.320771
{txt} 5%    {res}-.0665939      -1.053495
{txt}10%    {res}  .240205      -1.052019       {txt}Obs         {res}      1,000
{txt}25%    {res} .5767296       -.749646       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} .9727442                      {txt}Mean          {res} .9720719
                        {txt}Largest       Std. Dev.     {res} .6060815
{txt}75%    {res}   1.3629       2.689893
{txt}90%    {res}  1.73622       2.737639       {txt}Variance      {res} .3673348
{txt}95%    {res} 1.963406       2.845275       {txt}Skewness      {res}-.0645255
{txt}99%    {res} 2.446088       2.877767       {txt}Kurtosis      {res} 3.367323
{txt}(330 real changes made)
(1,000 real changes made)
{p2colset 8 18 22 2}{...}

{p2col :command:}TABLE8prog, betay(0.90) truLRP(10) beta0(0) betax(1) rhox(0.5) numN(50) numT(40){p_end}
{p2colset 8 18 22 2}{...}
{p2col :AHLRP25:}{res:r(AHLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAHLRP25:}{res:r(pAHLRP25)}{p_end}
{p2colset 9 18 22 2}{...}
{p2col :AHLRP5:}{res:r(AHLRP5)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :pAHLRP5:}{res:r(pAHLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DGMMLRP25:}{res:r(DGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDGMMLRP25:}{res:r(pDGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DGMMLRP5:}{res:r(DGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDGMMLRP5:}{res:r(pDGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :SGMMLRP25:}{res:r(SGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pSGMMLRP25:}{res:r(pSGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :SGMMLRP5:}{res:r(SGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pSGMMLRP5:}{res:r(pSGMMLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG1LRP25:}{res:r(MG1LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG1LRP25:}{res:r(pMG1LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG1LRP5:}{res:r(MG1LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG1LRP5:}{res:r(pMG1LRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :CCEMGLRP25:}{res:r(CCEMGLRP25)}{p_end}
{p2colset 4 18 22 2}{...}
{p2col :pCCEMGLRP25:}{res:r(pCCEMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :CCEMGLRP5:}{res:r(CCEMGLRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pCCEMGLRP5:}{res:r(pCCEMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :AMGLRP25:}{res:r(AMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pAMGLRP25:}{res:r(pAMGLRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :AMGLRP5:}{res:r(AMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAMGLRP5:}{res:r(pAMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DFELRP25:}{res:r(DFELRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDFELRP25:}{res:r(pDFELRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :DFELRP5:}{res:r(DFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pDFELRP5:}{res:r(pDFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG2LRP25:}{res:r(MG2LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG2LRP25:}{res:r(pMG2LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG2LRP5:}{res:r(MG2LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG2LRP5:}{res:r(pMG2LRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DOLSLRP25:}{res:r(DOLSLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDOLSLRP25:}{res:r(pDOLSLRP25)}{p_end}

Simulations ({res}1000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

                         r(AHLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}-353.4736      -11746.37
{txt} 5%    {res}-51.86127      -1699.194
{txt}10%    {res}-20.97015       -1626.87       {txt}Obs         {res}      1,000
{txt}25%    {res}-4.199698      -850.3212       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 4.385593                      {txt}Mean          {res}-14.04556
                        {txt}Largest       Std. Dev.     {res} 392.5145
{txt}75%    {res} 9.362112       330.2102
{txt}90%    {res} 21.47741       347.4081       {txt}Variance      {res} 154067.7
{txt}95%    {res} 35.52271       587.7089       {txt}Skewness      {res}-26.63425
{txt}99%    {res} 147.2486       2536.575       {txt}Kurtosis      {res}  802.257
{txt}(262 real changes made)

                          r(AHLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-.8111342      -67.85868
{txt} 5%    {res}-.3675596      -30.15326
{txt}10%    {res}-.1289824      -28.79014       {txt}Obs         {res}      1,000
{txt}25%    {res} .1920429      -10.06779       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} .6735695                      {txt}Mean          {res} 1.018035
                        {txt}Largest       Std. Dev.     {res} 3.899265
{txt}75%    {res} 1.377294       20.87257
{txt}90%    {res} 2.366105       32.81692       {txt}Variance      {res} 15.20427
{txt}95%    {res} 3.677814        43.5884       {txt}Skewness      {res}-2.360425
{txt}99%    {res} 11.46344       48.69275       {txt}Kurtosis      {res} 148.1308
{txt}(262 real changes made)
(940 real changes made)

                        r(DGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 6.191743       5.255726
{txt} 5%    {res}  6.67907       5.544293
{txt}10%    {res} 6.948201       5.869148       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.430881        5.96212       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  7.95399                      {txt}Mean          {res}   8.0248
                        {txt}Largest       Std. Dev.     {res} .8698058
{txt}75%    {res} 8.580654       10.84588
{txt}90%    {res} 9.165927       11.16545       {txt}Variance      {res} .7565621
{txt}95%    {res} 9.494427       11.44104       {txt}Skewness      {res} .3287516
{txt}99%    {res} 10.16758       11.58131       {txt}Kurtosis      {res} 3.375722
{txt}(940 real changes made)
(655 real changes made)

                         r(DGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 1.794872       1.210054
{txt} 5%    {res} 2.445084       1.314896
{txt}10%    {res} 2.856233       1.470949       {txt}Obs         {res}      1,000
{txt}25%    {res} 3.971245       1.482333       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 5.454793                      {txt}Mean          {res} 6.382664
                        {txt}Largest       Std. Dev.     {res} 4.378302
{txt}75%    {res} 7.639038       28.35526
{txt}90%    {res} 10.69788       36.21553       {txt}Variance      {res} 19.16953
{txt}95%    {res} 13.11738       38.95486       {txt}Skewness      {res} 5.681925
{txt}99%    {res} 20.27532       75.76426       {txt}Kurtosis      {res} 72.13917
{txt}(655 real changes made)
(597 real changes made)

                        r(SGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.474904       7.368417
{txt} 5%    {res} 9.282792       7.990736
{txt}10%    {res} 9.640538       7.994334       {txt}Obs         {res}      1,000
{txt}25%    {res} 10.39302       8.069394       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 11.42768                      {txt}Mean          {res} 11.63587
                        {txt}Largest       Std. Dev.     {res} 1.748057
{txt}75%    {res} 12.58774       18.05007
{txt}90%    {res} 13.99064       18.45602       {txt}Variance      {res} 3.055705
{txt}95%    {res} 14.86042       19.37716       {txt}Skewness      {res} .8744807
{txt}99%    {res} 16.64511       21.43942       {txt}Kurtosis      {res} 4.528449
{txt}(597 real changes made)
(216 real changes made)

                         r(SGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-2773.475       -50756.4
{txt} 5%    {res}-664.8243      -19706.67
{txt}10%    {res}-342.2326      -17840.48       {txt}Obs         {res}      1,000
{txt}25%    {res}-153.6546      -11526.01       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}-75.88754                      {txt}Mean          {res} 51.05654
                        {txt}Largest       Std. Dev.     {res} 3509.976
{txt}75%    {res} 71.08992       18591.66
{txt}90%    {res} 280.6786       38801.81       {txt}Variance      {res} 1.23e+07
{txt}95%    {res} 555.1718       53108.58       {txt}Skewness      {res} 6.374235
{txt}99%    {res} 4421.103       59021.61       {txt}Kurtosis      {res} 193.8432
{txt}(216 real changes made)
(82 real changes made)

                         r(MG1LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  5.51809       5.284478
{txt} 5%    {res} 5.815645       5.310543
{txt}10%    {res} 6.042685       5.400076       {txt}Obs         {res}      1,000
{txt}25%    {res} 6.397374       5.401022       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 6.765354                      {txt}Mean          {res} 6.808787
                        {txt}Largest       Std. Dev.     {res} .6187809
{txt}75%    {res} 7.206602       8.719188
{txt}90%    {res} 7.623354         8.7791       {txt}Variance      {res} .3828898
{txt}95%    {res}  7.85287       8.924935       {txt}Skewness      {res} .3239632
{txt}99%    {res} 8.380498       8.968458       {txt}Kurtosis      {res} 3.155779
{txt}(82 real changes made)
(992 real changes made)

                         r(MG1LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 7.635967      -147.4945
{txt} 5%    {res}  8.41632      -75.62339
{txt}10%    {res} 8.974567        6.52786       {txt}Obs         {res}      1,000
{txt}25%    {res} 10.02198       6.843507       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 11.24144                      {txt}Mean          {res} 11.57027
                        {txt}Largest       Std. Dev.     {res} 6.433127
{txt}75%    {res} 12.92834       25.55356
{txt}90%    {res} 15.07027       26.45186       {txt}Variance      {res} 41.38512
{txt}95%    {res} 16.78371       33.52184       {txt}Skewness      {res}-17.37768
{txt}99%    {res} 20.80637       41.04929       {txt}Kurtosis      {res} 409.1212
{txt}(992 real changes made)
(17 real changes made)

                        r(CCEMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 4.229604       3.686052
{txt} 5%    {res} 4.550031       3.699531
{txt}10%    {res} 4.783017       3.766819       {txt}Obs         {res}      1,000
{txt}25%    {res} 5.153859       4.030987       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 5.641171                      {txt}Mean          {res} 5.682734
                        {txt}Largest       Std. Dev.     {res} .7249642
{txt}75%    {res} 6.141661       7.842713
{txt}90%    {res}  6.63009       7.877011       {txt}Variance      {res} .5255731
{txt}95%    {res} 6.865915       8.024372       {txt}Skewness      {res} .3075537
{txt}99%    {res} 7.598322       8.363556       {txt}Kurtosis      {res} 3.023019
{txt}(17 real changes made)
(1,000 real changes made)

                        r(CCEMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-241.8457      -10354.03
{txt} 5%    {res}-20.54212      -4182.443
{txt}10%    {res}-.0061499      -644.5361       {txt}Obs         {res}      1,000
{txt}25%    {res} 6.076952      -469.3377       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.420928                      {txt}Mean          {res}-5.775869
                        {txt}Largest       Std. Dev.     {res} 357.0147
{txt}75%    {res} 14.88433       213.3094
{txt}90%    {res} 25.94467       238.3232       {txt}Variance      {res} 127459.5
{txt}95%    {res} 43.07438       300.3265       {txt}Skewness      {res}-26.00164
{txt}99%    {res} 140.1966       463.8432       {txt}Kurtosis      {res}  726.074
{txt}(1,000 real changes made)
(102 real changes made)

                         r(AMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 4.542529       3.765652
{txt} 5%    {res} 4.893383       4.324654
{txt}10%    {res} 5.123872       4.345502       {txt}Obs         {res}      1,000
{txt}25%    {res} 5.482293       4.431199       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 5.908106                      {txt}Mean          {res} 5.965699
                        {txt}Largest       Std. Dev.     {res} .6895539
{txt}75%    {res} 6.438841       7.853068
{txt}90%    {res} 6.871699       7.873876       {txt}Variance      {res} .4754845
{txt}95%    {res}   7.1892       7.903167       {txt}Skewness      {res} .2719226
{txt}99%    {res} 7.623744       8.633296       {txt}Kurtosis      {res} 2.916428
{txt}(102 real changes made)
(999 real changes made)

                         r(AMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-28.09591      -1836.009
{txt} 5%    {res} 6.144183      -200.4435
{txt}10%    {res} 7.255854      -134.8651       {txt}Obs         {res}      1,000
{txt}25%    {res} 8.973259      -121.7415       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 11.32519                      {txt}Mean          {res} 11.39912
                        {txt}Largest       Std. Dev.     {res} 62.23413
{txt}75%    {res} 14.22767       169.7232
{txt}90%    {res} 19.11338       195.6747       {txt}Variance      {res} 3873.087
{txt}95%    {res} 26.21319       219.2633       {txt}Skewness      {res}-25.98545
{txt}99%    {res} 81.91961       345.9157       {txt}Kurtosis      {res} 779.4031
{txt}(999 real changes made)
(37 real changes made)

                         r(DFELRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  6.83425        6.28172
{txt} 5%    {res} 7.214188       6.531221
{txt}10%    {res} 7.420012       6.543377       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.745816       6.721088       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 8.150625                      {txt}Mean          {res}  8.19203
                        {txt}Largest       Std. Dev.     {res} .6375673
{txt}75%    {res}  8.62046       10.11719
{txt}90%    {res}  9.01898       10.17251       {txt}Variance      {res} .4064921
{txt}95%    {res} 9.296069       10.27682       {txt}Skewness      {res} .3056486
{txt}99%    {res} 9.823408       10.35259       {txt}Kurtosis      {res} 3.005988
{txt}(37 real changes made)
(793 real changes made)

                         r(DFELRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 5.305959       4.024074
{txt} 5%    {res} 5.861099         4.6638
{txt}10%    {res} 6.185897       4.698876       {txt}Obs         {res}      1,000
{txt}25%    {res} 6.861703       4.700216       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 7.688374                      {txt}Mean          {res} 7.831068
                        {txt}Largest       Std. Dev.     {res} 1.372526
{txt}75%    {res} 8.628297       12.78465
{txt}90%    {res} 9.617009       13.64294       {txt}Variance      {res} 1.883826
{txt}95%    {res} 10.20528       14.20688       {txt}Skewness      {res} .7488302
{txt}99%    {res} 11.75757       15.06868       {txt}Kurtosis      {res} 4.422775
{txt}(793 real changes made)
(453 real changes made)

                         r(MG2LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}-47.25003      -2825.671
{txt} 5%    {res}-6.030645      -393.3614
{txt}10%    {res} 3.231358       -228.035       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.367218      -124.3658       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 8.934979                      {txt}Mean          {res}  6.11795
                        {txt}Largest       Std. Dev.     {res} 93.25828
{txt}75%    {res} 10.87457       155.5038
{txt}90%    {res} 14.75336        201.101       {txt}Variance      {res} 8697.107
{txt}95%    {res} 20.15641       254.2239       {txt}Skewness      {res}-28.03791
{txt}99%    {res} 66.97925       388.3615       {txt}Kurtosis      {res} 852.6014
{txt}(453 real changes made)
(121 real changes made)

                         r(MG2LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-219.2816      -1749.015
{txt} 5%    {res}-26.72939      -1600.493
{txt}10%    {res}-13.07963      -551.7847       {txt}Obs         {res}      1,000
{txt}25%    {res}-1.993529      -489.5569       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 4.580236                      {txt}Mean          {res} 3.883263
                        {txt}Largest       Std. Dev.     {res} 115.0427
{txt}75%    {res} 10.34735       485.6848
{txt}90%    {res} 20.96065       736.6871       {txt}Variance      {res} 13234.83
{txt}95%    {res} 40.75961       1129.562       {txt}Skewness      {res}-1.593994
{txt}99%    {res} 165.9946       1771.777       {txt}Kurtosis      {res} 160.9204
{txt}(121 real changes made)
(149 real changes made)

                        r(DOLSLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} .6025731       .1505854
{txt} 5%    {res} .9499494       .2907505
{txt}10%    {res} 1.203069       .3083485       {txt}Obs         {res}      1,000
{txt}25%    {res} 1.567755       .3180188       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 1.999963                      {txt}Mean          {res} 2.003313
                        {txt}Largest       Std. Dev.     {res} .6335986
{txt}75%    {res} 2.412503       3.829834
{txt}90%    {res}  2.79941       3.912329       {txt}Variance      {res} .4014472
{txt}95%    {res} 3.066822       4.088642       {txt}Skewness      {res} .1310149
{txt}99%    {res} 3.652307        4.13797       {txt}Kurtosis      {res} 3.117224
{txt}(149 real changes made)
(1,000 real changes made)
{p2colset 8 18 22 2}{...}

{p2col :command:}TABLE8prog, betay(0.90) truLRP(10) beta0(0) betax(1) rhox(0.9) numN(50) numT(40){p_end}
{p2colset 8 18 22 2}{...}
{p2col :AHLRP25:}{res:r(AHLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAHLRP25:}{res:r(pAHLRP25)}{p_end}
{p2colset 9 18 22 2}{...}
{p2col :AHLRP5:}{res:r(AHLRP5)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :pAHLRP5:}{res:r(pAHLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DGMMLRP25:}{res:r(DGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDGMMLRP25:}{res:r(pDGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DGMMLRP5:}{res:r(DGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDGMMLRP5:}{res:r(pDGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :SGMMLRP25:}{res:r(SGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pSGMMLRP25:}{res:r(pSGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :SGMMLRP5:}{res:r(SGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pSGMMLRP5:}{res:r(pSGMMLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG1LRP25:}{res:r(MG1LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG1LRP25:}{res:r(pMG1LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG1LRP5:}{res:r(MG1LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG1LRP5:}{res:r(pMG1LRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :CCEMGLRP25:}{res:r(CCEMGLRP25)}{p_end}
{p2colset 4 18 22 2}{...}
{p2col :pCCEMGLRP25:}{res:r(pCCEMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :CCEMGLRP5:}{res:r(CCEMGLRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pCCEMGLRP5:}{res:r(pCCEMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :AMGLRP25:}{res:r(AMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pAMGLRP25:}{res:r(pAMGLRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :AMGLRP5:}{res:r(AMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAMGLRP5:}{res:r(pAMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DFELRP25:}{res:r(DFELRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDFELRP25:}{res:r(pDFELRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :DFELRP5:}{res:r(DFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pDFELRP5:}{res:r(pDFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG2LRP25:}{res:r(MG2LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG2LRP25:}{res:r(pMG2LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG2LRP5:}{res:r(MG2LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG2LRP5:}{res:r(pMG2LRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DOLSLRP25:}{res:r(DOLSLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDOLSLRP25:}{res:r(pDOLSLRP25)}{p_end}

Simulations ({res}1000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

                         r(AHLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 6.455705       5.501712
{txt} 5%    {res} 7.158906       5.613814
{txt}10%    {res} 7.606165       6.076791       {txt}Obs         {res}      1,000
{txt}25%    {res} 8.601539       6.132403       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.939825                      {txt}Mean          {res}  10.4822
                        {txt}Largest       Std. Dev.     {res} 2.806118
{txt}75%    {res} 11.58811       23.29377
{txt}90%    {res} 14.08457       24.77015       {txt}Variance      {res} 7.874296
{txt}95%    {res} 16.14773       26.41995       {txt}Skewness      {res} 1.657499
{txt}99%    {res}  19.8666       28.57465       {txt}Kurtosis      {res} 7.662287
{txt}(19 real changes made)

                          r(AHLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 2.325526       1.852615
{txt} 5%    {res} 2.827168       2.041702
{txt}10%    {res} 3.182474        2.09261       {txt}Obs         {res}      1,000
{txt}25%    {res} 3.711681       2.157801       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 4.371933                      {txt}Mean          {res} 4.484449
                        {txt}Largest       Std. Dev.     {res}  1.11108
{txt}75%    {res} 5.139292       8.471789
{txt}90%    {res} 5.992534       8.576576       {txt}Variance      {res} 1.234499
{txt}95%    {res} 6.444071       8.779933       {txt}Skewness      {res} .5785231
{txt}99%    {res} 7.480386       8.791555       {txt}Kurtosis      {res} 3.486407
{txt}(19 real changes made)
(977 real changes made)

                        r(DGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  8.43153       8.004162
{txt} 5%    {res} 8.828689       8.044239
{txt}10%    {res} 9.025172       8.246834       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.312985       8.261753       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.617057                      {txt}Mean          {res} 9.623913
                        {txt}Largest       Std. Dev.     {res} .4921614
{txt}75%    {res} 9.939007       11.05285
{txt}90%    {res} 10.24147        11.0562       {txt}Variance      {res} .2422229
{txt}95%    {res} 10.44784       11.16244       {txt}Skewness      {res} .0575635
{txt}99%    {res} 10.85912       11.27413       {txt}Kurtosis      {res} 3.306989
{txt}(977 real changes made)
(155 real changes made)

                         r(DGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 4.379876       3.164843
{txt} 5%    {res} 5.505174        3.22617
{txt}10%    {res}  6.14964        3.56731       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.305872       4.009809       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.075682                      {txt}Mean          {res} 9.252247
                        {txt}Largest       Std. Dev.     {res}   2.5991
{txt}75%    {res} 10.77825       18.64994
{txt}90%    {res} 12.58585       18.76974       {txt}Variance      {res}  6.75532
{txt}95%    {res} 13.93385        19.8676       {txt}Skewness      {res} .6541002
{txt}99%    {res} 17.36472       20.93464       {txt}Kurtosis      {res} 3.920369
{txt}(155 real changes made)
(304 real changes made)

                        r(SGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 9.194555       8.747748
{txt} 5%    {res}  9.45163       8.806947
{txt}10%    {res} 9.610451        8.85901       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.961365       8.874585       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.37635                      {txt}Mean          {res} 10.42089
                        {txt}Largest       Std. Dev.     {res} .6595065
{txt}75%    {res} 10.81678       12.71351
{txt}90%    {res} 11.29528       12.72797       {txt}Variance      {res} .4349488
{txt}95%    {res} 11.53632       13.22865       {txt}Skewness      {res} .5934348
{txt}99%    {res} 12.33905       13.40904       {txt}Kurtosis      {res} 3.842649
{txt}(304 real changes made)
(216 real changes made)

                         r(SGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 14.83369       12.76357
{txt} 5%    {res} 16.00693       14.34881
{txt}10%    {res} 16.76514       14.36294       {txt}Obs         {res}      1,000
{txt}25%    {res} 18.00789       14.53936       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 20.00237                      {txt}Mean          {res} 20.54522
                        {txt}Largest       Std. Dev.     {res} 3.629813
{txt}75%    {res} 22.35411       37.37563
{txt}90%    {res} 24.76888       42.07504       {txt}Variance      {res} 13.17554
{txt}95%    {res} 26.73948       42.34846       {txt}Skewness      {res} 1.727988
{txt}99%    {res} 32.58313       46.51402       {txt}Kurtosis      {res} 9.430117
{txt}(216 real changes made)
(1,000 real changes made)

                         r(MG1LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 7.467252        6.84923
{txt} 5%    {res} 7.790539       7.073567
{txt}10%    {res} 8.003993       7.210055       {txt}Obs         {res}      1,000
{txt}25%    {res} 8.305482       7.259266       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 8.660898                      {txt}Mean          {res} 8.675958
                        {txt}Largest       Std. Dev.     {res} .5418452
{txt}75%    {res} 9.030381       10.23935
{txt}90%    {res} 9.375956       10.28897       {txt}Variance      {res} .2935963
{txt}95%    {res} 9.549559       10.34405       {txt}Skewness      {res} .1062033
{txt}99%    {res} 10.00508       10.59974       {txt}Kurtosis      {res}  3.09382
{txt}(1,000 real changes made)
(707 real changes made)

                         r(MG1LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.193082       5.886088
{txt} 5%    {res} 8.824411       7.094453
{txt}10%    {res} 9.185847       7.849281       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.720396       7.955356       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.33235                      {txt}Mean          {res} 10.39712
                        {txt}Largest       Std. Dev.     {res} 1.049448
{txt}75%    {res} 10.96552       14.39775
{txt}90%    {res} 11.68581       14.59371       {txt}Variance      {res} 1.101341
{txt}95%    {res} 12.23893        15.2221       {txt}Skewness      {res}  .625146
{txt}99%    {res} 13.45832       15.71326       {txt}Kurtosis      {res} 4.989232
{txt}(707 real changes made)
(45 real changes made)

                        r(CCEMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 5.246264       4.753575
{txt} 5%    {res} 5.734992       4.801157
{txt}10%    {res} 5.958904       4.879461       {txt}Obs         {res}      1,000
{txt}25%    {res} 6.497895       4.881695       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 7.027514                      {txt}Mean          {res}  7.06687
                        {txt}Largest       Std. Dev.     {res} .8411071
{txt}75%    {res} 7.648628       9.247787
{txt}90%    {res} 8.161404       9.588034       {txt}Variance      {res} .7074612
{txt}95%    {res} 8.538771       9.616516       {txt}Skewness      {res} .1663218
{txt}99%    {res} 8.999203       10.08653       {txt}Kurtosis      {res} 2.904559
{txt}(45 real changes made)
(967 real changes made)

                        r(CCEMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-114.4315      -942.9096
{txt} 5%    {res}-5.166283      -707.2396
{txt}10%    {res} 4.252087      -459.2307       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.148629      -437.3656       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.654948                      {txt}Mean          {res} 8.913932
                        {txt}Largest       Std. Dev.     {res} 51.80928
{txt}75%    {res} 13.05034       234.7303
{txt}90%    {res} 20.18548       262.1418       {txt}Variance      {res} 2684.201
{txt}95%    {res} 34.46787       273.1934       {txt}Skewness      {res}-9.754423
{txt}99%    {res} 111.0642        297.135       {txt}Kurtosis      {res} 167.2443
{txt}(967 real changes made)
(118 real changes made)

                         r(AMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 6.166892       5.612973
{txt} 5%    {res} 6.641423       5.840748
{txt}10%    {res} 6.914546       5.890619       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.367198       5.955008       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 7.854446                      {txt}Mean          {res}  7.85859
                        {txt}Largest       Std. Dev.     {res}  .715198
{txt}75%    {res} 8.331144       9.628441
{txt}90%    {res}   8.8076       9.826169       {txt}Variance      {res} .5115081
{txt}95%    {res} 9.021556       9.908713       {txt}Skewness      {res}-.0558066
{txt}99%    {res}  9.40874       9.955478       {txt}Kurtosis      {res} 2.833459
{txt}(118 real changes made)
(914 real changes made)

                         r(AMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 5.734058      -27.66412
{txt} 5%    {res} 7.558118        3.05879
{txt}10%    {res} 8.196379        4.26249       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.280486        4.40865       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.32026                      {txt}Mean          {res} 10.74432
                        {txt}Largest       Std. Dev.     {res}  3.32485
{txt}75%    {res} 11.60627       32.32718
{txt}90%    {res} 13.35071       37.31988       {txt}Variance      {res} 11.05463
{txt}95%    {res} 15.02488       38.17999       {txt}Skewness      {res} 1.773629
{txt}99%    {res} 23.30358       43.79968       {txt}Kurtosis      {res} 43.03166
{txt}(914 real changes made)
(49 real changes made)

                         r(DFELRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.794853       8.572629
{txt} 5%    {res} 9.010811       8.612221
{txt}10%    {res} 9.157221       8.618052       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.369613       8.679717       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.597036                      {txt}Mean          {res} 9.607113
                        {txt}Largest       Std. Dev.     {res}  .360431
{txt}75%    {res} 9.832583       10.59711
{txt}90%    {res} 10.06899       10.61876       {txt}Variance      {res} .1299105
{txt}95%    {res} 10.24409       10.72727       {txt}Skewness      {res}  .193073
{txt}99%    {res} 10.54978       10.78573       {txt}Kurtosis      {res} 3.120034
{txt}(49 real changes made)
(228 real changes made)

                         r(DFELRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 11.66769       10.39659
{txt} 5%    {res} 12.20148       10.66519
{txt}10%    {res}  12.5681        11.1248       {txt}Obs         {res}      1,000
{txt}25%    {res} 13.28969       11.27447       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 14.15465                      {txt}Mean          {res} 14.30029
                        {txt}Largest       Std. Dev.     {res} 1.411165
{txt}75%    {res} 15.24008       19.20212
{txt}90%    {res} 16.16459       20.22125       {txt}Variance      {res} 1.991385
{txt}95%    {res} 16.64401       20.25555       {txt}Skewness      {res} .5705468
{txt}99%    {res}  18.0501       21.97139       {txt}Kurtosis      {res} 4.022836
{txt}(228 real changes made)
(908 real changes made)

                         r(MG2LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} -14.6308      -314.1113
{txt} 5%    {res} 6.379047       -160.558
{txt}10%    {res} 8.390617       -116.455       {txt}Obs         {res}      1,000
{txt}25%    {res}  9.29563      -62.05733       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.997561                      {txt}Mean          {res} 12.54123
                        {txt}Largest       Std. Dev.     {res} 80.50848
{txt}75%    {res} 10.87307        64.5562
{txt}90%    {res} 12.37667       212.2587       {txt}Variance      {res} 6481.616
{txt}95%    {res} 15.09059       417.9765       {txt}Skewness      {res} 28.79612
{txt}99%    {res} 33.37869       2477.236       {txt}Kurtosis      {res} 881.1308
{txt}(908 real changes made)
(59 real changes made)

                         r(MG2LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-277.0923      -4804.042
{txt} 5%    {res}-41.09772      -699.9952
{txt}10%    {res}-17.71791      -660.0836       {txt}Obs         {res}      1,000
{txt}25%    {res} 1.532789      -495.2924       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  10.8276                      {txt}Mean          {res} 16.36549
                        {txt}Largest       Std. Dev.     {res} 228.4066
{txt}75%    {res} 21.56076       704.1346
{txt}90%    {res} 43.06753       710.4375       {txt}Variance      {res} 52169.58
{txt}95%    {res} 92.95131       1909.663       {txt}Skewness      {res}-2.463265
{txt}99%    {res} 446.5679       4238.438       {txt}Kurtosis      {res} 321.1528
{txt}(59 real changes made)
(14 real changes made)

                        r(DOLSLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 4.239966       3.195148
{txt} 5%    {res} 4.683884       3.837765
{txt}10%    {res} 4.895885       3.888414       {txt}Obs         {res}      1,000
{txt}25%    {res}  5.27813       3.904394       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 5.681159                      {txt}Mean          {res} 5.684179
                        {txt}Largest       Std. Dev.     {res} .6212647
{txt}75%    {res} 6.108014       7.431764
{txt}90%    {res} 6.492972       7.514765       {txt}Variance      {res} .3859698
{txt}95%    {res} 6.695814       7.533234       {txt}Skewness      {res}-.0744967
{txt}99%    {res} 7.090585       7.654862       {txt}Kurtosis      {res} 3.115122
{txt}(14 real changes made)
(1,000 real changes made)
{p2colset 8 18 22 2}{...}

{p2col :command:}TABLE8prog, betay(0.90) truLRP(10) beta0(0) betax(1) rhox(0.95) numN(50) numT(40){p_end}
{p2colset 8 18 22 2}{...}
{p2col :AHLRP25:}{res:r(AHLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAHLRP25:}{res:r(pAHLRP25)}{p_end}
{p2colset 9 18 22 2}{...}
{p2col :AHLRP5:}{res:r(AHLRP5)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :pAHLRP5:}{res:r(pAHLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DGMMLRP25:}{res:r(DGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDGMMLRP25:}{res:r(pDGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DGMMLRP5:}{res:r(DGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDGMMLRP5:}{res:r(pDGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :SGMMLRP25:}{res:r(SGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pSGMMLRP25:}{res:r(pSGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :SGMMLRP5:}{res:r(SGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pSGMMLRP5:}{res:r(pSGMMLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG1LRP25:}{res:r(MG1LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG1LRP25:}{res:r(pMG1LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG1LRP5:}{res:r(MG1LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG1LRP5:}{res:r(pMG1LRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :CCEMGLRP25:}{res:r(CCEMGLRP25)}{p_end}
{p2colset 4 18 22 2}{...}
{p2col :pCCEMGLRP25:}{res:r(pCCEMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :CCEMGLRP5:}{res:r(CCEMGLRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pCCEMGLRP5:}{res:r(pCCEMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :AMGLRP25:}{res:r(AMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pAMGLRP25:}{res:r(pAMGLRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :AMGLRP5:}{res:r(AMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAMGLRP5:}{res:r(pAMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DFELRP25:}{res:r(DFELRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDFELRP25:}{res:r(pDFELRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :DFELRP5:}{res:r(DFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pDFELRP5:}{res:r(pDFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG2LRP25:}{res:r(MG2LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG2LRP25:}{res:r(pMG2LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG2LRP5:}{res:r(MG2LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG2LRP5:}{res:r(pMG2LRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DOLSLRP25:}{res:r(DOLSLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDOLSLRP25:}{res:r(pDOLSLRP25)}{p_end}

Simulations ({res}1000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

                         r(AHLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 7.262569       6.594731
{txt} 5%    {res} 7.843079       6.671307
{txt}10%    {res}  8.28072       6.861423       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.016012       6.891306       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  10.0028                      {txt}Mean          {res} 10.23354
                        {txt}Largest       Std. Dev.     {res} 1.719003
{txt}75%    {res} 11.12891        15.8073
{txt}90%    {res} 12.77039       15.92071       {txt}Variance      {res}  2.95497
{txt}95%    {res} 13.47817       16.08011       {txt}Skewness      {res} .7439055
{txt}99%    {res} 15.37655       16.77604       {txt}Kurtosis      {res} 3.479263
{txt}(5 real changes made)

                          r(AHLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 3.496312       3.071853
{txt} 5%    {res} 4.204724       3.281717
{txt}10%    {res} 4.541157       3.317533       {txt}Obs         {res}      1,000
{txt}25%    {res} 5.007057        3.34599       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  5.64468                      {txt}Mean          {res} 5.692613
                        {txt}Largest       Std. Dev.     {res} .9575898
{txt}75%    {res}    6.329       8.653739
{txt}90%    {res} 6.947551       8.661957       {txt}Variance      {res} .9169783
{txt}95%    {res} 7.281918       8.814383       {txt}Skewness      {res} .2446667
{txt}99%    {res} 7.927005       9.885959       {txt}Kurtosis      {res} 3.203007
{txt}(5 real changes made)
(979 real changes made)

                        r(DGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.761845       8.483358
{txt} 5%    {res} 9.052312       8.575877
{txt}10%    {res}  9.20892       8.595039       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.441943       8.640518       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.716558                      {txt}Mean          {res} 9.719962
                        {txt}Largest       Std. Dev.     {res} .4076895
{txt}75%    {res} 9.993302       10.90574
{txt}90%    {res} 10.23038       10.96601       {txt}Variance      {res} .1662107
{txt}95%    {res}  10.3839       10.96854       {txt}Skewness      {res} .0756345
{txt}99%    {res}  10.7024       11.24924       {txt}Kurtosis      {res} 3.094591
{txt}(979 real changes made)
(123 real changes made)

                         r(DGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 4.834804        4.37023
{txt} 5%    {res} 5.423999       4.413014
{txt}10%    {res} 5.795558       4.439088       {txt}Obs         {res}      1,000
{txt}25%    {res} 6.391878       4.472527       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 7.158032                      {txt}Mean          {res}  7.31655
                        {txt}Largest       Std. Dev.     {res} 1.301172
{txt}75%    {res} 8.046304         11.756
{txt}90%    {res} 9.017887       12.17838       {txt}Variance      {res} 1.693048
{txt}95%    {res} 9.663537       12.40198       {txt}Skewness      {res} .6977096
{txt}99%    {res} 11.07352       13.07592       {txt}Kurtosis      {res} 3.825557
{txt}(123 real changes made)
(788 real changes made)

                        r(SGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  9.20722       8.654963
{txt} 5%    {res}  9.51908       8.841905
{txt}10%    {res} 9.662808       8.894567       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.940907       9.022822       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.25145                      {txt}Mean          {res} 10.26169
                        {txt}Largest       Std. Dev.     {res} .4857012
{txt}75%    {res}   10.554       11.88836
{txt}90%    {res} 10.89434       12.22222       {txt}Variance      {res} .2359057
{txt}95%    {res} 11.08829       12.31792       {txt}Skewness      {res}  .350932
{txt}99%    {res} 11.47529       12.51914       {txt}Kurtosis      {res}   3.8953
{txt}(788 real changes made)
(226 real changes made)

                         r(SGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 11.58243        11.3602
{txt} 5%    {res} 12.21582       11.39625
{txt}10%    {res} 12.50737       11.42562       {txt}Obs         {res}      1,000
{txt}25%    {res} 13.20256       11.43938       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 13.93899                      {txt}Mean          {res} 14.06355
                        {txt}Largest       Std. Dev.     {res}  1.31442
{txt}75%    {res} 14.78223       19.47015
{txt}90%    {res} 15.59982       19.72898       {txt}Variance      {res}   1.7277
{txt}95%    {res} 16.26289       20.60488       {txt}Skewness      {res} 1.121626
{txt}99%    {res} 18.11805       23.15676       {txt}Kurtosis      {res} 6.687771
{txt}(226 real changes made)
(1,000 real changes made)

                         r(MG1LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 7.775424       7.527626
{txt} 5%    {res} 8.124215       7.532451
{txt}10%    {res} 8.279002       7.621127       {txt}Obs         {res}      1,000
{txt}25%    {res} 8.559124       7.623802       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 8.890155                      {txt}Mean          {res} 8.917614
                        {txt}Largest       Std. Dev.     {res} .5123052
{txt}75%    {res} 9.255705       10.46461
{txt}90%    {res} 9.575414       10.48159       {txt}Variance      {res} .2624566
{txt}95%    {res} 9.803287       10.72751       {txt}Skewness      {res} .2760346
{txt}99%    {res}  10.1385       11.16787       {txt}Kurtosis      {res} 3.235402
{txt}(1,000 real changes made)
(631 real changes made)

                         r(MG1LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.188856         7.2127
{txt} 5%    {res} 8.986728       7.232481
{txt}10%    {res} 9.206736       7.800103       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.674263       7.917821       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.20872                      {txt}Mean          {res}  10.2474
                        {txt}Largest       Std. Dev.     {res} .8885496
{txt}75%    {res} 10.75833       13.80048
{txt}90%    {res}  11.3207       14.08971       {txt}Variance      {res} .7895204
{txt}95%    {res} 11.67505       14.30935       {txt}Skewness      {res} .5505097
{txt}99%    {res} 12.84113       15.02973       {txt}Kurtosis      {res} 5.003733
{txt}(631 real changes made)
(35 real changes made)

                        r(CCEMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  5.40707       5.035086
{txt} 5%    {res} 5.929761       5.067766
{txt}10%    {res} 6.243811       5.228713       {txt}Obs         {res}      1,000
{txt}25%    {res} 6.672696       5.248799       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 7.215644                      {txt}Mean          {res} 7.308409
                        {txt}Largest       Std. Dev.     {res} .8827704
{txt}75%    {res} 7.893577       9.899404
{txt}90%    {res} 8.467658       10.01422       {txt}Variance      {res} .7792836
{txt}95%    {res} 8.838482         10.061       {txt}Skewness      {res} .2766663
{txt}99%    {res} 9.418669       10.52428       {txt}Kurtosis      {res} 2.928385
{txt}(35 real changes made)
(931 real changes made)

                        r(CCEMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-59.67001       -2725.69
{txt} 5%    {res} 2.729243      -214.2197
{txt}10%    {res}  5.33139      -155.7294       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.444749      -140.5012       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.930192                      {txt}Mean          {res} 11.77415
                        {txt}Largest       Std. Dev.     {res} 111.9242
{txt}75%    {res} 13.40056        273.103
{txt}90%    {res} 20.06894       396.5044       {txt}Variance      {res} 12527.02
{txt}95%    {res} 30.75745       524.5446       {txt}Skewness      {res}-8.561987
{txt}99%    {res} 91.22138       2037.436       {txt}Kurtosis      {res} 466.7495
{txt}(931 real changes made)
(104 real changes made)

                         r(AMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 6.685567        6.15148
{txt} 5%    {res} 7.038162        6.23937
{txt}10%    {res} 7.327032        6.28623       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.726207       6.287604       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 8.179829                      {txt}Mean          {res} 8.201644
                        {txt}Largest       Std. Dev.     {res} .7005051
{txt}75%    {res} 8.668098       10.36965
{txt}90%    {res} 9.068601       10.49995       {txt}Variance      {res} .4907074
{txt}95%    {res}  9.34275       10.93563       {txt}Skewness      {res} .1527759
{txt}99%    {res} 9.927275        11.2621       {txt}Kurtosis      {res} 3.422463
{txt}(104 real changes made)
(862 real changes made)

                         r(AMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 6.044322      -46.14941
{txt} 5%    {res} 7.775329       3.520918
{txt}10%    {res} 8.397372       4.746716       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.311565       4.813729       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.22491                      {txt}Mean          {res} 10.41645
                        {txt}Largest       Std. Dev.     {res} 3.171308
{txt}75%    {res} 11.18725       26.05229
{txt}90%    {res} 12.51813       27.03942       {txt}Variance      {res} 10.05719
{txt}95%    {res}  13.6935       43.48395       {txt}Skewness      {res}-1.672508
{txt}99%    {res} 17.16374       52.83719       {txt}Kurtosis      {res} 147.6326
{txt}(862 real changes made)
(44 real changes made)

                         r(DFELRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 9.059093       8.776243
{txt} 5%    {res} 9.219896       8.881503
{txt}10%    {res} 9.327782       8.890491       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.505875       8.896972       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.690817                      {txt}Mean          {res}   9.7127
                        {txt}Largest       Std. Dev.     {res} .3062246
{txt}75%    {res} 9.915993       10.61905
{txt}90%    {res} 10.11928       10.63787       {txt}Variance      {res} .0937735
{txt}95%    {res}  10.2391        10.6545       {txt}Skewness      {res} .1787211
{txt}99%    {res}  10.4502       10.71428       {txt}Kurtosis      {res} 2.988234
{txt}(44 real changes made)
(183 real changes made)

                         r(DFELRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 10.97994       10.13666
{txt} 5%    {res}  11.8388       10.50718
{txt}10%    {res} 12.09339       10.51771       {txt}Obs         {res}      1,000
{txt}25%    {res} 12.60681       10.88672       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 13.24264                      {txt}Mean          {res} 13.35497
                        {txt}Largest       Std. Dev.     {res}  1.06269
{txt}75%    {res} 14.01844        17.0779
{txt}90%    {res} 14.68962       17.38297       {txt}Variance      {res}  1.12931
{txt}95%    {res} 15.23526       17.50133       {txt}Skewness      {res} .5397613
{txt}99%    {res} 16.40425       17.92761       {txt}Kurtosis      {res} 3.746131
{txt}(183 real changes made)
(955 real changes made)

                         r(MG2LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}-19.46522      -637.6298
{txt} 5%    {res}  6.61924      -163.8591
{txt}10%    {res} 8.822512      -135.2883       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.434655      -123.1973       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.00336                      {txt}Mean          {res} 13.11436
                        {txt}Largest       Std. Dev.     {res} 126.1333
{txt}75%    {res} 10.71592       117.2076
{txt}90%    {res} 11.84695       147.2546       {txt}Variance      {res} 15909.62
{txt}95%    {res} 13.60249       157.0658       {txt}Skewness      {res}  29.7293
{txt}99%    {res} 30.00262       3924.742       {txt}Kurtosis      {res} 927.5071
{txt}(955 real changes made)
(53 real changes made)

                         r(MG2LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} -233.509      -41360.46
{txt} 5%    {res}-47.53308      -1037.251
{txt}10%    {res} -18.1735      -972.7654       {txt}Obs         {res}      1,000
{txt}25%    {res} 1.876687      -913.7388       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 11.36847                      {txt}Mean          {res}-29.81098
                        {txt}Largest       Std. Dev.     {res} 1314.609
{txt}75%    {res}  19.0797       663.7007
{txt}90%    {res} 35.58173       1156.082       {txt}Variance      {res}  1728198
{txt}95%    {res}  66.6615         1369.8       {txt}Skewness      {res}-31.11743
{txt}99%    {res} 257.2481       2203.207       {txt}Kurtosis      {res} 978.9851
{txt}(53 real changes made)
(29 real changes made)

                        r(DOLSLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 5.591123       4.785735
{txt} 5%    {res} 5.890244        5.18353
{txt}10%    {res} 6.056608       5.241925       {txt}Obs         {res}      1,000
{txt}25%    {res} 6.373199       5.315121       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 6.701465                      {txt}Mean          {res} 6.690336
                        {txt}Largest       Std. Dev.     {res} .4773482
{txt}75%    {res}  7.02562       7.962411
{txt}90%    {res} 7.270191       8.109239       {txt}Variance      {res} .2278613
{txt}95%    {res} 7.418121       8.110188       {txt}Skewness      {res}-.1159133
{txt}99%    {res} 7.779834       8.188558       {txt}Kurtosis      {res} 3.069084
{txt}(29 real changes made)
(1,000 real changes made)
{p2colset 8 18 22 2}{...}

{p2col :command:}TABLE8prog, betay(0.90) truLRP(10) beta0(0) betax(1) rhox(1) numN(50) numT(40){p_end}
{p2colset 8 18 22 2}{...}
{p2col :AHLRP25:}{res:r(AHLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAHLRP25:}{res:r(pAHLRP25)}{p_end}
{p2colset 9 18 22 2}{...}
{p2col :AHLRP5:}{res:r(AHLRP5)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :pAHLRP5:}{res:r(pAHLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DGMMLRP25:}{res:r(DGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDGMMLRP25:}{res:r(pDGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DGMMLRP5:}{res:r(DGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDGMMLRP5:}{res:r(pDGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :SGMMLRP25:}{res:r(SGMMLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pSGMMLRP25:}{res:r(pSGMMLRP25)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :SGMMLRP5:}{res:r(SGMMLRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pSGMMLRP5:}{res:r(pSGMMLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG1LRP25:}{res:r(MG1LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG1LRP25:}{res:r(pMG1LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG1LRP5:}{res:r(MG1LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG1LRP5:}{res:r(pMG1LRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :CCEMGLRP25:}{res:r(CCEMGLRP25)}{p_end}
{p2colset 4 18 22 2}{...}
{p2col :pCCEMGLRP25:}{res:r(pCCEMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :CCEMGLRP5:}{res:r(CCEMGLRP5)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pCCEMGLRP5:}{res:r(pCCEMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :AMGLRP25:}{res:r(AMGLRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pAMGLRP25:}{res:r(pAMGLRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :AMGLRP5:}{res:r(AMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pAMGLRP5:}{res:r(pAMGLRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :DFELRP25:}{res:r(DFELRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pDFELRP25:}{res:r(pDFELRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :DFELRP5:}{res:r(DFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pDFELRP5:}{res:r(pDFELRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :MG2LRP25:}{res:r(MG2LRP25)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :pMG2LRP25:}{res:r(pMG2LRP25)}{p_end}
{p2colset 8 18 22 2}{...}
{p2col :MG2LRP5:}{res:r(MG2LRP5)}{p_end}
{p2colset 7 18 22 2}{...}
{p2col :pMG2LRP5:}{res:r(pMG2LRP5)}{p_end}
{p2colset 6 18 22 2}{...}
{p2col :DOLSLRP25:}{res:r(DOLSLRP25)}{p_end}
{p2colset 5 18 22 2}{...}
{p2col :pDOLSLRP25:}{res:r(pDOLSLRP25)}{p_end}

Simulations ({res}1000{txt})
{hline 4}{c +}{hline 3} 1 {hline 3}{c +}{hline 3} 2 {hline 3}{c +}{hline 3} 3 {hline 3}{c +}{hline 3} 4 {hline 3}{c +}{hline 3} 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

                         r(AHLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 7.783474       6.943052
{txt} 5%    {res} 8.485577       7.043536
{txt}10%    {res} 8.791332       7.181578       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.355053       7.466114       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.979222                      {txt}Mean          {res} 10.02607
                        {txt}Largest       Std. Dev.     {res} 1.009825
{txt}75%    {res} 10.64076       13.11248
{txt}90%    {res}  11.3022       13.41397       {txt}Variance      {res} 1.019747
{txt}95%    {res} 11.71637       13.60294       {txt}Skewness      {res} .4598984
{txt}99%    {res} 12.84121       15.72051       {txt}Kurtosis      {res} 4.256827
{txt}(3 real changes made)

                          r(AHLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 5.979958       5.181046
{txt} 5%    {res} 6.598917       5.284108
{txt}10%    {res}  6.86702       5.567706       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.351382       5.619404       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 7.842165                      {txt}Mean          {res} 7.808034
                        {txt}Largest       Std. Dev.     {res} .7104945
{txt}75%    {res} 8.318541       9.710945
{txt}90%    {res} 8.662953       9.937148       {txt}Variance      {res} .5048024
{txt}95%    {res} 8.898604       9.992263       {txt}Skewness      {res} -.217615
{txt}99%    {res} 9.342718       10.13049       {txt}Kurtosis      {res} 3.220588
{txt}(3 real changes made)
(812 real changes made)

                        r(DGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 9.280518       9.051188
{txt} 5%    {res} 9.429336       9.116911
{txt}10%    {res} 9.570617        9.16653       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.735406       9.167053       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.913594                      {txt}Mean          {res} 9.913675
                        {txt}Largest       Std. Dev.     {res} .2782137
{txt}75%    {res} 10.10753       10.68188
{txt}90%    {res} 10.25989       10.76009       {txt}Variance      {res} .0774028
{txt}95%    {res} 10.37665       10.77853       {txt}Skewness      {res}-.0035441
{txt}99%    {res} 10.55256       10.79276       {txt}Kurtosis      {res} 2.990188
{txt}(812 real changes made)
(74 real changes made)

                         r(DGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 6.935208       6.271585
{txt} 5%    {res} 7.326947       6.525934
{txt}10%    {res} 7.576028       6.688219       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.908244       6.702294       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 8.307295                      {txt}Mean          {res} 8.294941
                        {txt}Largest       Std. Dev.     {res} .5615992
{txt}75%    {res} 8.689824       9.660328
{txt}90%    {res} 8.994797        9.87756       {txt}Variance      {res} .3153937
{txt}95%    {res} 9.186615       9.911405       {txt}Skewness      {res}-.1379073
{txt}99%    {res}  9.56934       10.07203       {txt}Kurtosis      {res} 3.027037
{txt}(74 real changes made)
(937 real changes made)

                        r(SGMMLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 9.400976       9.125231
{txt} 5%    {res} 9.643896        9.15669
{txt}10%    {res} 9.734169        9.18154       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.897895       9.188408       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.08158                      {txt}Mean          {res} 10.09647
                        {txt}Largest       Std. Dev.     {res}  .299081
{txt}75%    {res} 10.28417        10.9602
{txt}90%    {res} 10.48271        10.9812       {txt}Variance      {res} .0894494
{txt}95%    {res} 10.62152       11.12973       {txt}Skewness      {res} .1436644
{txt}99%    {res}  10.8186       11.22465       {txt}Kurtosis      {res} 3.319923
{txt}(937 real changes made)
(299 real changes made)

                         r(SGMMLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 10.03195       9.652181
{txt} 5%    {res} 10.25023        9.66061
{txt}10%    {res} 10.39213       9.815958       {txt}Obs         {res}      1,000
{txt}25%    {res}  10.6294       9.867583       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.92392                      {txt}Mean          {res} 10.96622
                        {txt}Largest       Std. Dev.     {res}  .474415
{txt}75%    {res} 11.25261       12.49619
{txt}90%    {res} 11.60134         12.503       {txt}Variance      {res} .2250695
{txt}95%    {res} 11.83924       12.50529       {txt}Skewness      {res} .4388475
{txt}99%    {res} 12.19902       12.51974       {txt}Kurtosis      {res} 3.174962
{txt}(299 real changes made)
(846 real changes made)

                         r(MG1LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.135361       7.740525
{txt} 5%    {res} 8.476063       7.881214
{txt}10%    {res} 8.636078        7.88709       {txt}Obs         {res}      1,000
{txt}25%    {res} 8.896305       7.942641       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.192317                      {txt}Mean          {res} 9.182756
                        {txt}Largest       Std. Dev.     {res} .4292458
{txt}75%    {res} 9.464736       10.22132
{txt}90%    {res}  9.72115       10.24338       {txt}Variance      {res} .1842519
{txt}95%    {res}  9.89009       10.42031       {txt}Skewness      {res}-.0759381
{txt}99%    {res} 10.15325       10.94777       {txt}Kurtosis      {res} 3.143141
{txt}(846 real changes made)
(479 real changes made)

                         r(MG1LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 8.531274       7.464777
{txt} 5%    {res}  9.12747       7.532941
{txt}10%    {res} 9.321388       7.995613       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.642683       8.073748       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.10651                      {txt}Mean          {res} 10.14439
                        {txt}Largest       Std. Dev.     {res} .7202141
{txt}75%    {res} 10.57891       12.33638
{txt}90%    {res} 11.01281       12.59185       {txt}Variance      {res} .5187084
{txt}95%    {res} 11.49519       13.04434       {txt}Skewness      {res} .3579445
{txt}99%    {res} 12.05532       13.28933       {txt}Kurtosis      {res} 3.912028
{txt}(479 real changes made)
(28 real changes made)

                        r(CCEMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 5.684934       4.941607
{txt} 5%    {res} 6.117393       5.062408
{txt}10%    {res}  6.41826        5.22332       {txt}Obs         {res}      1,000
{txt}25%    {res} 6.960014       5.270009       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 7.607015                      {txt}Mean          {res} 7.581808
                        {txt}Largest       Std. Dev.     {res}  .885652
{txt}75%    {res} 8.213857       9.756267
{txt}90%    {res} 8.769925       10.17108       {txt}Variance      {res} .7843795
{txt}95%    {res} 8.977674       10.24912       {txt}Skewness      {res}-.0126683
{txt}99%    {res} 9.464242       10.31049       {txt}Kurtosis      {res} 2.655922
{txt}(28 real changes made)
(918 real changes made)

                        r(CCEMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-64.54685      -2283.902
{txt} 5%    {res} 2.735751      -334.2389
{txt}10%    {res} 5.056153      -260.2301       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.464662      -208.7854       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.611398                      {txt}Mean          {res} 8.204707
                        {txt}Largest       Std. Dev.     {res} 77.85095
{txt}75%    {res} 12.27049       218.9419
{txt}90%    {res} 17.84871        238.101       {txt}Variance      {res}  6060.77
{txt}95%    {res} 23.23961       311.1138       {txt}Skewness      {res}-25.50466
{txt}99%    {res} 79.68766       352.0303       {txt}Kurtosis      {res} 754.3552
{txt}(918 real changes made)
(109 real changes made)

                         r(AMGLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 6.840681       5.819672
{txt} 5%    {res} 7.362373       6.374158
{txt}10%    {res} 7.670115        6.45266       {txt}Obs         {res}      1,000
{txt}25%    {res} 8.100042       6.542185       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  8.60949                      {txt}Mean          {res} 8.556781
                        {txt}Largest       Std. Dev.     {res} .6731867
{txt}75%    {res} 9.062442       10.28031
{txt}90%    {res}  9.34875       10.31943       {txt}Variance      {res} .4531803
{txt}95%    {res} 9.513417       10.34586       {txt}Skewness      {res}-.3939517
{txt}99%    {res} 9.929074       10.43832       {txt}Kurtosis      {res} 3.097987
{txt}(109 real changes made)
(745 real changes made)

                         r(AMGLRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 7.241266       5.901878
{txt} 5%    {res} 8.253488       5.952797
{txt}10%    {res} 8.772551       5.980305       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.434988        6.37431       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res}  10.0613                      {txt}Mean          {res} 10.34996
                        {txt}Largest       Std. Dev.     {res} 3.103949
{txt}75%    {res} 10.87551       17.90584
{txt}90%    {res} 11.90219       18.20994       {txt}Variance      {res} 9.634498
{txt}95%    {res} 12.94385       26.33187       {txt}Skewness      {res} 21.19855
{txt}99%    {res} 15.28077       95.89498       {txt}Kurtosis      {res} 579.1008
{txt}(745 real changes made)
(47 real changes made)

                         r(DFELRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} 9.372231       9.141697
{txt} 5%    {res} 9.537668        9.25265
{txt}10%    {res} 9.607704       9.256458       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.741474       9.299152       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 9.875817                      {txt}Mean          {res} 9.879692
                        {txt}Largest       Std. Dev.     {res} .2125667
{txt}75%    {res} 10.02478       10.48309
{txt}90%    {res} 10.15633       10.49448       {txt}Variance      {res} .0451846
{txt}95%    {res}   10.243        10.4999       {txt}Skewness      {res} .0357257
{txt}99%    {res}  10.4023       10.50939       {txt}Kurtosis      {res} 3.116817
{txt}(47 real changes made)
(95 real changes made)

                         r(DFELRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res} 10.26676       9.901447
{txt} 5%    {res} 10.60269       9.915784
{txt}10%    {res} 10.79212       9.920764       {txt}Obs         {res}      1,000
{txt}25%    {res} 11.12928       9.936861       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 11.48091                      {txt}Mean          {res} 11.48769
                        {txt}Largest       Std. Dev.     {res} .5457703
{txt}75%    {res} 11.83867       12.97104
{txt}90%    {res} 12.18636       12.98676       {txt}Variance      {res} .2978652
{txt}95%    {res} 12.40174        13.3527       {txt}Skewness      {res} .1376889
{txt}99%    {res} 12.82843       13.39799       {txt}Kurtosis      {res} 3.143941
{txt}(95 real changes made)
(813 real changes made)

                         r(MG2LRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res} .4316417      -108.3534
{txt} 5%    {res} 8.569486       -52.4443
{txt}10%    {res} 9.148459      -47.06673       {txt}Obs         {res}      1,000
{txt}25%    {res} 9.584665      -37.33242       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 10.01001                      {txt}Mean          {res} 9.868395
                        {txt}Largest       Std. Dev.     {res} 5.319495
{txt}75%    {res} 10.50792       25.20451
{txt}90%    {res} 11.20092        25.5068       {txt}Variance      {res} 28.29702
{txt}95%    {res} 12.19547       25.72621       {txt}Skewness      {res}-14.46286
{txt}99%    {res} 20.10172       27.01449       {txt}Kurtosis      {res} 283.7835
{txt}(813 real changes made)
(67 real changes made)

                         r(MG2LRP5)
{hline 61}
      Percentiles      Smallest
 1%    {res}-154.6273      -2273.721
{txt} 5%    {res} -21.4863      -1247.588
{txt}10%    {res}-5.881518       -381.558       {txt}Obs         {res}      1,000
{txt}25%    {res} 5.473306      -317.2649       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 11.23238                      {txt}Mean          {res} 15.99716
                        {txt}Largest       Std. Dev.     {res} 159.3848
{txt}75%    {res} 17.43674       785.0178
{txt}90%    {res} 30.43615       977.9392       {txt}Variance      {res}  25403.5
{txt}95%    {res} 48.83909       1070.526       {txt}Skewness      {res} 9.181119
{txt}99%    {res}  224.828       3647.606       {txt}Kurtosis      {res} 321.4821
{txt}(67 real changes made)
(34 real changes made)

                        r(DOLSLRP25)
{hline 61}
      Percentiles      Smallest
 1%    {res}  6.53844       6.280053
{txt} 5%    {res} 6.819937       6.299505
{txt}10%    {res} 6.925938       6.462356       {txt}Obs         {res}      1,000
{txt}25%    {res} 7.134425       6.490308       {txt}Sum of Wgt. {res}      1,000

{txt}50%    {res} 7.350648                      {txt}Mean          {res} 7.340793
                        {txt}Largest       Std. Dev.     {res}  .316077
{txt}75%    {res}  7.55638       8.120509
{txt}90%    {res}  7.73132       8.209411       {txt}Variance      {res} .0999047
{txt}95%    {res} 7.857489       8.241664       {txt}Skewness      {res}-.1012102
{txt}99%    {res} 8.060694       8.387227       {txt}Kurtosis      {res} 3.025966
{txt}(34 real changes made)
(1,000 real changes made)

{com}. 
. 
. 
. matrix colnames AHmedLRP = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames AHmedLRP= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames AHmse =  "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames AHmse= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames AHmeanRR = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames AHmeanRR = R00 R50 R90 R95 R100
{txt}
{com}.     
.    
. ************************************************
. ************************************************
. ************   TABLE 5A: AH RESULTS   **********
. ************************************************
. ************************************************
. 
. matrix list AHmedLRP
{res}
{txt}AHmedLRP[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} 2.4717786  2.5845127  1.7767639  .17374841
{txt} R50 {res} 2.2571201  3.0304781  4.3855927  .67356947
{txt} R90 {res} 2.5056708  2.4500891  9.9398246   4.371933
{txt} R95 {res} 2.4433734   2.157133  10.002799  5.6446798
{txt}R100 {res} 2.4585924   2.210907  9.9792218  7.8421655
{reset}
{com}. matrix list AHmse
{res}
{txt}AHmse[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} 1.0326856  .99306115  194064.56  9368.0672
{txt} R50 {res} 2500.2131   1.130153  154491.79   95.86476
{txt} R90 {res} 84.106042  .17221308    8.09894  31.654569
{txt} R95 {res} .47705907  .22047744  3.0065577  19.469648
{txt}R100 {res} .21274469  .12342633  1.0194071  5.3090147
{reset}
{com}. matrix list AHmeanRR
{res}
{txt}AHmeanRR[5,4]
       BY60:  BY60:  BY90:  BY90:
        T25     T5    T25     T5
 R00 {res}  .057   .042   .484   .963
{txt} R50 {res}  .133   .001   .262    .94
{txt} R90 {res}  .077   .084   .019   .977
{txt} R95 {res}  .067   .262   .005   .979
{txt}R100 {res}   .04   .382   .003   .812
{reset}
{com}. 
. matrix colnames DGMMmedLRP = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames DGMMmedLRP= R00 R50 R90 R95 R100
{txt}
{com}. matrix colnames DGMMmse =  "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames DGMMmse = R00 R50 R90 R95 R100
{txt}
{com}. matrix colnames DGMMmeanRR = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames DGMMmeanRR = R00 R50 R90 R95 R100
{txt}
{com}.    
. ************************************************
. ************************************************
. **********   TABLE 5B: DGMM RESULTS   **********
. ************************************************
. ************************************************
. 
. matrix list DGMMmedLRP
{res}
{txt}DGMMmedLRP[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} 2.3385452  2.3112764  6.6273885  4.0950069
{txt} R50 {res} 2.4068619  2.7150483  7.9539895  5.4547927
{txt} R90 {res} 2.4656841  2.7429973  9.6170568  9.0756817
{txt} R95 {res} 2.4701241  2.6384193  9.7165585  7.1580317
{txt}R100 {res} 2.4718064  2.3899139  9.9135938  8.3072948
{reset}
{com}. matrix list DGMMmse
{res}
{txt}DGMMmse[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res}  .0430769   .1724209  11.806404  34.970707
{txt} R50 {res} .01893419  .13175834  4.6572195  32.235479
{txt} R90 {res}  .0051646  .07808754  .38342169  7.3076991
{txt} R95 {res} .00469246  .04052151   .2444657  8.8922601
{txt}R100 {res}  .0041169  .02473888  .08477751   3.222304
{reset}
{com}. matrix list DGMMmeanRR
{res}
{txt}DGMMmeanRR[5,4]
       BY60:  BY60:  BY90:  BY90:
        T25     T5    T25     T5
 R00 {res}  .261   .097    .92   .908
{txt} R50 {res}  .192   .041   .655   .597
{txt} R90 {res}  .112   .376   .155   .304
{txt} R95 {res}  .105   .127   .123   .788
{txt}R100 {res}  .099   .195   .074   .937
{reset}
{com}. 
. matrix colnames SGMMmedLRP = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames SGMMmedLRP= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames SGMMmse =  "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames SGMMmse= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames SGMMmeanRR = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames SGMMmeanRR = R00 R50 R90 R95 R100
{txt}
{com}.     
.    
. ************************************************
. ************************************************
. **********   TABLE 5C: SGMM RESULTS   **********
. ************************************************
. ************************************************
. 
. matrix list SGMMmedLRP
{res}
{txt}SGMMmedLRP[5,4]
            BY60:       BY60:       BY90:       BY90:
             T25          T5         T25          T5
 R00 {res}  2.4882022   2.7494673   12.423774  -82.128208
{txt} R50 {res}  2.4822258   2.9716575   11.427676  -75.887539
{txt} R90 {res}  2.4917316    2.870787   10.376348   20.002374
{txt} R95 {res}    2.49728   2.7731785   10.251454   13.938988
{txt}R100 {res}  2.4985906   2.5836238    10.08158   10.923917
{reset}
{com}. matrix list SGMMmse
{res}
{txt}SGMMmse[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} .02374262  .40657383  14.542091  8052204.4
{txt} R50 {res} .01316135  .37887862  5.7287324   12309295
{txt} R90 {res} .00453079   .1718896  .61165815  124.36395
{txt} R95 {res} .00404091  .09828239  .30415332  18.238394
{txt}R100 {res} .00326168  .01485579  .09866666  1.1584327
{reset}
{com}. matrix list SGMMmeanRR
{res}
{txt}SGMMmeanRR[5,4]
       BY60:  BY60:  BY90:  BY90:
        T25     T5    T25     T5
 R00 {res}  .104   .132   .222   .093
{txt} R50 {res}   .11   .413   .216   .082
{txt} R90 {res}  .106   .932   .216      1
{txt} R95 {res}  .096   .851   .226      1
{txt}R100 {res}  .181    .56   .299   .846
{reset}
{com}. 
. matrix colnames MG1medLRP = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames MG1medLRP= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames MG1mse =  "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames MG1mse= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames MG1meanRR = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames MG1meanRR = R00 R50 R90 R95 R100
{txt}
{com}.     
.    
. ************************************************
. ************************************************
. **********   TABLE 5D: MG1 RESULTS   **********
. ************************************************
. ************************************************
. 
. matrix list MG1medLRP
{res}
{txt}MG1medLRP[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} 2.1792965  3.7855494   5.396471  13.333184
{txt} R50 {res} 2.2823144  2.9713973  6.7653544  11.241444
{txt} R90 {res}  2.399081  2.6219051  8.6608982  10.332354
{txt} R95 {res} 2.4099396  2.6089923  8.8901548  10.208716
{txt}R100 {res} 2.4246897  2.5819334  9.1923165  10.106512
{reset}
{com}. matrix list MG1mse
{res}
{txt}MG1mse[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} .11312064  2.9758185  21.087413  6235.4933
{txt} R50 {res} .05531296  .37014882  10.566348  43.809468
{txt} R90 {res} .01471112  .03043145  2.0463905  1.2579445
{txt} R95 {res} .01235343  .03584582  1.4337531  .84993624
{txt}R100 {res} .00895746   .0182545  .85195618  .53903763
{reset}
{com}. matrix list MG1meanRR
{res}
{txt}MG1meanRR[5,4]
       BY60:  BY60:  BY90:  BY90:
        T25     T5    T25     T5
 R00 {res}  .737   .395      1   .009
{txt} R50 {res}  .597   .341   .992   .017
{txt} R90 {res}  .329   .162   .707   .045
{txt} R95 {res}  .286   .146   .631   .035
{txt}R100 {res}  .258   .131   .479   .028
{reset}
{com}. 
. matrix colnames CCEMGmedLRP = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames CCEMGmedLRP= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames CCEMGmse =  "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames CCEMGmse= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames CCEMGmeanRR = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames CCEMGmeanRR = R00 R50 R90 R95 R100
{txt}
{com}.     
.    
. ************************************************
. ************************************************
. **********   TABLE 5E: CCEMG RESULTS   **********
. ************************************************
. ************************************************
. 
. matrix list CCEMGmedLRP
{res}
{txt}CCEMGmedLRP[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} 2.1008193  3.4656715  4.5827274  8.5245976
{txt} R50 {res} 2.1789347  2.8896013  5.6411712  9.4209275
{txt} R90 {res} 2.2977607  2.6547059  7.0275137  9.6549478
{txt} R95 {res} 2.3071532  2.6245427  7.2156439  9.9301925
{txt}R100 {res} 2.3275069   2.607975  7.6070154  9.6113977
{reset}
{com}. matrix list CCEMGmse
{res}
{txt}CCEMGmse[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} .17339694  5349.2648  29.166736  122592.01
{txt} R50 {res}   .111658    494.082   19.16383  127580.94
{txt} R90 {res} .04934227  18.470392  9.3100035  2682.6967
{txt} R95 {res} .04473055  474147.79  8.0231639  12517.638
{txt}R100 {res} .03754246  8.1457063  6.6312475  6057.9322
{reset}
{com}. matrix list CCEMGmeanRR
{res}
{txt}CCEMGmeanRR[5,4]
       BY60:  BY60:  BY90:  BY90:
        T25     T5    T25     T5
 R00 {res}  .821   .028      1   .121
{txt} R50 {res}  .795   .038      1   .102
{txt} R90 {res}  .665   .035   .967   .118
{txt} R95 {res}  .658   .034   .931   .104
{txt}R100 {res}  .604   .044   .918   .109
{reset}
{com}. 
. matrix colnames AMGmedLRP = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames AMGmedLRP= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames AMGmse =  "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames AMGmse= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames AMGmeanRR = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames AMGmeanRR = R00 R50 R90 R95 R100
{txt}
{com}.     
.    
. ************************************************
. ************************************************
. **********   TABLE 5F: AMG RESULTS   **********
. ************************************************
. ************************************************
. 
. matrix list AMGmedLRP
{res}
{txt}AMGmedLRP[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res}  2.090831  3.7529862  4.6485233  12.234863
{txt} R50 {res} 2.2061684  2.9217267  5.9081061  11.325193
{txt} R90 {res} 2.3390096  2.6219146  7.8544457  10.320256
{txt} R95 {res} 2.3526869   2.616506  8.1798286  10.224915
{txt}R100 {res} 2.3740157  2.5721432  8.6094899  10.061304
{reset}
{com}. matrix list AMGmse
{res}
{txt}AMGmse[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} .18324153  128.69871  28.497328  3512.5227
{txt} R50 {res} .09609534  3.7874368  16.750596   3871.171
{txt} R90 {res} .03268956  .31408764  5.0966337  11.597588
{txt} R95 {res} .02832323   .1610632  3.7243016  10.220565
{txt}R100 {res} .02217223  .20716528  2.5356076  9.7473321
{reset}
{com}. matrix list AMGmeanRR
{res}
{txt}AMGmeanRR[5,4]
       BY60:  BY60:  BY90:  BY90:
        T25     T5    T25     T5
 R00 {res}  .908   .068      1   .042
{txt} R50 {res}  .816   .103   .999   .037
{txt} R90 {res}  .604   .066   .914   .049
{txt} R95 {res}  .555   .073   .862   .044
{txt}R100 {res}  .498   .065   .745   .047
{reset}
{com}. 
. matrix colnames DFEmedLRP = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames DFEmedLRP= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames DFEmse =  "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames DFEmse= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames DFEmeanRR = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames DFEmeanRR = R00 R50 R90 R95 R100
{txt}
{com}.     
.    
. ************************************************
. ************************************************
. **********   TABLE 5G: DFE RESULTS   **********
. ************************************************
. ************************************************
. 
. matrix list DFEmedLRP
{res}
{txt}DFEmedLRP[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} 2.2999985  1.9253893  6.8370552  4.7076669
{txt} R50 {res} 2.3890065  2.4197918  8.1506248  7.6883738
{txt} R90 {res} 2.4694808  2.7069862  9.5970364  14.154645
{txt} R95 {res} 2.4754468  2.6801976  9.6908174   13.24264
{txt}R100 {res} 2.4792498  2.6120448  9.8758173   11.48091
{reset}
{com}. matrix list DFEmse
{res}
{txt}DFEmse[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res}  .0529078  .37404035  10.449084  28.081639
{txt} R50 {res} .01959064  .04249121  3.6748403  6.5862072
{txt} R90 {res} .00347628  .05187976  .28414065  20.481918
{txt} R95 {res} .00281063   .0384078    .176221  12.383988
{txt}R100 {res}  .0017832  .01583676  .05961334  2.5107879
{reset}
{com}. matrix list DFEmeanRR
{res}
{txt}DFEmeanRR[5,4]
       BY60:  BY60:  BY90:  BY90:
        T25     T5    T25     T5
 R00 {res}  .418   .674   .981   .984
{txt} R50 {res}  .257   .086   .793   .453
{txt} R90 {res}  .096   .611   .228   .908
{txt} R95 {res}  .103   .643   .183   .955
{txt}R100 {res}  .085   .471   .095   .813
{reset}
{com}. 
. matrix colnames MG2medLRP = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames MG2medLRP= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames MG2mse =  "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames MG2mse= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames MG2meanRR = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames MG2meanRR = R00 R50 R90 R95 R100
{txt}
{com}.     
.    
. ************************************************
. ************************************************
. **********   TABLE 5H: MG2 RESULTS   **********
. ************************************************
. ************************************************
. 
. matrix list MG2medLRP
{res}
{txt}MG2medLRP[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} 2.4119257  2.3421289  7.7413821  3.4535822
{txt} R50 {res} 2.4220308  2.8623898   8.934979  4.5802357
{txt} R90 {res} 2.4571153  2.9847252   9.997561    10.8276
{txt} R95 {res} 2.4626495  2.9309084  10.003361   11.36847
{txt}R100 {res} 2.4658734  2.8436671  10.010006  11.232382
{reset}
{com}. matrix list MG2mse
{res}
{txt}MG2mse[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} .03416717  842.33681  36131.667  8328.3822
{txt} R50 {res} .01730653  3981.5521  8703.4806  13259.008
{txt} R90 {res} .00657221  2063.0329  6481.5922  52157.935
{txt} R95 {res} .00566602  101.17324  15903.411  1728054.7
{txt}R100 {res} .00437494  25.792961  28.286045  25414.063
{reset}
{com}. matrix list MG2meanRR
{res}
{txt}MG2meanRR[5,4]
       BY60:  BY60:  BY90:  BY90:
        T25     T5    T25     T5
 R00 {res}  .141   .043    .26    .33
{txt} R50 {res}  .137   .051   .121   .149
{txt} R90 {res}  .114   .348   .059   .014
{txt} R95 {res}  .111   .354   .053   .029
{txt}R100 {res}  .096   .329   .067   .034
{reset}
{com}. 
. matrix colnames DOLSmedLRP = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames DOLSmedLRP= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames DOLSmse =  "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames DOLSmse= R00 R50 R90 R95 R100
{txt}
{com}.     
. matrix colnames DOLSmeanRR = "BY60:T25" "BY60:T5" "BY90:T25" "BY90:T5"
{txt}
{com}. matrix rownames DOLSmeanRR = R00 R50 R90 R95 R100
{txt}
{com}.     
.    
. ************************************************
. ************************************************
. **********   TABLE 5I: DOLS RESULTS   **********
. ************************************************
. ************************************************
. 
. matrix list DOLSmedLRP
{res}
{txt}DOLSmedLRP[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} .99481228          0  .97274417          0
{txt} R50 {res} 1.4061728          0  1.9999632          0
{txt} R90 {res} 2.2519981          0  5.6811585          0
{txt} R95 {res}  2.358853          0  6.7014654          0
{txt}R100 {res} 2.4117724          0  7.3506482          0
{reset}
{com}. matrix list DOLSmse
{res}
{txt}DOLSmse[5,4]
           BY60:      BY60:      BY90:      BY90:
            T25         T5        T25         T5
 R00 {res} 2.3013994          0  81.870454          0
{txt} R50 {res} 1.2181523          0  64.348055          0
{txt} R90 {res} .08019465          0  19.011897          0
{txt} R95 {res} .03115898          0  11.181509          0
{txt}R100 {res} .01282736          0  7.1711842          0
{reset}
{com}. matrix list DOLSmeanRR
{res}
{txt}DOLSmeanRR[5,4]
       BY60:  BY60:  BY90:  BY90:
        T25     T5    T25     T5
 R00 {res}     1      0      1      0
{txt} R50 {res}     1      0      1      0
{txt} R90 {res}  .892      0      1      0
{txt} R95 {res}  .737      0      1      0
{txt}R100 {res}  .568      0      1      0
{reset}
{com}. 
. etime
{res}Elapsed time is 23 hours 42 minutes 55 seconds 
{txt}
{com}. 
. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\HURWICZ BIAS\REVISION FOR ECONOMIC MODELLING\PROGRAMS2\TABLE8.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res}10 Jul 2016, 09:56:10
{txt}{.-}
{smcl}
{txt}{sf}{ul off}